V-Lab
YieldMax MSTR Performance & Income Target 25 ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
38.07%
decreased by 2.09%
1 Week
40.09%
decreased by 0.07%
1 Month
42.69%
increased by 2.53%
Analysis last updated: Wednesday, August 12, 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 3 trading days, meaning a shock loses half its impact after approximately 3 days. The volatility power δ = 1.58 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 2.39** |
α ARCH Response to squared shocks | 0.2212 | 6.19*** |
β GARCH Volatility persistence | 0.6059 | 10.50*** |
γ leverage Additional response to negative shocks | -0.0641 | -1.20 |
δ power Transformation power | 1.5776 | 4.82*** |
Persistence:
0.800
Half-life:
3 days
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