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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.5964	261.35***
β GARCH Volatility persistence	0.0000	2.50**
γ leverage Additional response to negative shocks	0.5000	103.76***
λ₁ tau intercept Baseline long-term coefficient	0.0043	4.70***
λ₂ forecast adj. Forecast performance sensitivity	0.5218	502.71***
λ₃ tau persistence Long-term factor persistence	0.0000	0.23

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YieldMax MSTR Performance & Income Target 25 ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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