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V-Lab

YieldMax MSTR Performance & Income Target 25 ETF GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

53.27%

decreased by 2.92%

1 Week

59.65%

increased by 3.46%

1 Month

65.25%

increased by 9.06%

Analysis last updated: Saturday, August 22, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

All

graph of YieldMax MSTR Performance & Income Target 25 ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 18, 2025 to Aug 21, 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

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
5.07***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.4999
10.11***
γ

leverage

Additional response to negative shocks

0.4466
4.95***

Persistence:

0.723

Half-life:

2 days