V-Lab
YieldMax TSLA Performance & Distribution Target 25 ETF Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, August 14th, 2026
1 Day
34.42%
1 Week
34.72%
1 Month
35.95%
Analysis last updated: Friday, August 14, 2026 at 02:18 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
With persistence 1.000, volatility shocks have a half-life of 177124 trading days (~702.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 0.59 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0040 | 0.99 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 1.0000 | 141.38*** |
γ leverage Additional response to negative shocks | -1.0000 | -0.10 |
δ power Transformation power | 0.5862 | 1.72* |
Persistence:
1.000
Half-life:
177124 days
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