V-Lab
YieldMax MSTR Performance & Income Target 25 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
61.09%
decreased by 9.15%
1 Week
65.58%
decreased by 4.66%
1 Month
70.12%
decreased by 0.12%
Analysis last updated: Saturday, July 25, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2025 to Jul 24, 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 | 1.1417 | 3.78*** |
α ARCH Response to squared shocks | 0.3029 | 2.84*** |
β GARCH Volatility persistence | 0.4479 | 1.95* |
Spline Coefficients
K=1
| γ1 | 0.5248 | 0.59 |
Persistence:
0.751
Half-life:
2 days
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