YieldMax MSTR Performance & Income Target 25 ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
52.84%
decreased by 0.73%
1 Week
58.80%
increased by 5.23%
1 Month
62.85%
increased by 9.28%
Analysis last updated: Monday, July 20, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2025 to Jul 17, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 253% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0866 | 4.81*** |
α ARCH Response to squared shocks | 0.3779 | 10.38*** |
β GARCH Volatility persistence | 0.6113 | 8.15*** |
γ leverage Additional response to negative shocks | -0.2111 | -6.32*** |
Persistence:
0.611
Half-life:
1 days
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