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V-Lab

YieldMax MSTR Performance & Income Target 25 ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

52.18%

increased by 2.65%

1 Week

59.21%

increased by 9.68%

1 Month

66.06%

increased by 16.53%

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 S0GARCH

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

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1919
3.87***
α

ARCH

Response to squared shocks

0.3074
2.98***
β

GARCH

Volatility persistence

0.4467
2.00**
γi Spline Coefficients
K=1
γ10.6946
0.89

Persistence:

0.754

Half-life:

2 days