V-Lab
YieldMax MSTR Performance & Income Target 25 ETF Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
44.19%
increased by 8.24%
1 Week
44.66%
increased by 8.71%
1 Month
44.94%
increased by 8.99%
Analysis last updated: Saturday, August 8, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.3039 | 9.47*** |
α ARCH Response to squared shocks | 0.3315 | 3.16*** |
β GARCH Volatility persistence | 0.3057 | 5.02*** |
γ leverage Additional response to negative shocks | -0.0954 | -0.79 |
Persistence:
0.590
Half-life:
1 days
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