TDAQ Lift ETF GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 26th, 2026
1 Day
32.60%
increased by 0.09%
1 Week
32.79%
increased by 0.28%
1 Month
33.54%
increased by 1.03%
Analysis last updated: Thursday, June 25, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.03 |
Estimation Period:
Jan 7, 2026 to Jun 18, 2026
Jan 7, 2026 to Jun 18, 2026
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