V-Lab
YieldMax MSTR Performance & Income Target 25 ETF GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
54.98%
increased by 1.90%
1 Week
61.57%
increased by 8.49%
1 Month
67.88%
increased by 14.80%
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, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 6.00*** |
α ARCH Response to squared shocks | 0.2556 | 10.07*** |
β GARCH Volatility persistence | 0.4911 | 8.59*** |
Persistence:
0.747
Half-life:
2 days
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