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V-Lab

YieldMax TSLA Performance & Distribution Target 25 ETF APARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

37.47%

increased by 0.65%

1 Week

37.09%

increased by 0.27%

1 Month

36.16%

decreased by 0.66%

Analysis last updated: Monday, July 20, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

All

graph of YieldMax TSLA Performance & Distribution Target 25 ETF APARCH

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

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. The volatility power δ = 2.62 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6445
1.46
α

ARCH

Response to squared shocks

0.0139
0.00
β

GARCH

Volatility persistence

0.8621
13.70***
γ

leverage

Additional response to negative shocks

0.9999
0.00
δ

power

Transformation power

2.6170
6.56***

Persistence:

0.918

Half-life:

8 days