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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

Date Range:

from

to

6M ·

All

graph of YieldMax MSTR Performance & Income Target 25 ETF GARCH

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
Boundary 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

ParameterValuet-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