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V-Lab

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

Date Range:

from

to

6M ·

All

graph of YieldMax TSLA Performance & Distribution Target 25 ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 18, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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