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V-Lab

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

Volatility prediction for Monday, August 10th, 2026

1 Day

35.84%

increased by 5.91%

1 Week

39,748,062.29%

increased by 39,748,032.36%

1 Month

732,140,150,517,645,000,000,000,000,000,000.00%

increased by 732,140,150,517,645,000,000,000,000,000,000.00%

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 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 7, 2026
Boundary Parameters

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 84% more than equivalent positive returns.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-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

Persistence:

0.846

Half-life:

4 days