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V-Lab

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

Volatility prediction for Monday, August 24th, 2026

1 Day

48.54%

decreased by 22.84%

1 Week

59.31%

decreased by 12.07%

1 Month

68.71%

decreased by 2.67%

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 MF2-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

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 102% more than equivalent positive returns.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
α

ARCH

Response to squared shocks

0.4903
78.02***
β

GARCH

Volatility persistence

0.0000
0.01
γ

leverage

Additional response to negative shocks

0.5000
40.21***
λ₁

tau intercept

Baseline long-term coefficient

20.8392

Persistence:

0.740

Half-life:

2 days