YieldMax TSLA Performance & Distribution Target 25 ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
33.80%
decreased by 2.70%
1 Week
34.72%
decreased by 1.78%
1 Month
34.90%
decreased by 1.60%
Analysis last updated: Tuesday, July 21, 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
The news-impact curve is shifted (γ = 1.29) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.5148 | 20.52*** |
α ARCH Response to squared shocks | 0.0514 | 2.92*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 1.2920 | 2.14** |
Persistence:
0.051
Half-life:
0 days
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