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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2025 to Aug 7, 2026Model 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
| Parameter | Value | t-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** |
Spline Coefficients
K=1
| γ1 | 0.6946 | 0.89 |
Persistence:
0.754
Half-life:
2 days
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