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V-Lab

YieldMax MSTR Performance & Income Target 25 ETF MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

42.71%

increased by 6.98%

1 Week

43.83%

increased by 8.10%

1 Month

44.51%

increased by 8.78%

Analysis last updated: Saturday, August 8, 2026 at 02:16 AM UTC

Date Range:

from

to

6M ·

All

graph of YieldMax MSTR Performance & Income Target 25 ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 18, 2025 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.2329
6.60***
α

ARCH

Response to squared shocks

0.2766
4.33***
β

GARCH

Volatility persistence

0.3164
4.71***

Persistence:

0.593

Half-life:

1 days