YieldMax TSLA Performance & Distribution Target 25 ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
27.54%
increased by 8.45%
1 Week
25.77%
increased by 6.68%
1 Month
23.24%
increased by 4.15%
Analysis last updated: Monday, July 20, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. The volatility power δ = 3.00 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5719 | 3.69*** |
α ARCH Response to squared shocks | 0.1224 | 3.52*** |
β GARCH Volatility persistence | 0.5821 | 10.18*** |
γ leverage Additional response to negative shocks | -0.0642 | -1.24 |
δ power Transformation power | 3.0000 | 5.14*** |
Persistence:
0.780
Half-life:
3 days
Other YieldMax TSLA Performance & Distribution Target 25 ETF Analyses
Other Asy. Power MEM Analyses on ETFs