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V-Lab

YieldMax TSLA Performance & Distribution Target 25 ETF EGARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

40.50%

decreased by 0.98%

1 Week

39.82%

decreased by 1.66%

1 Month

37.59%

decreased by 3.89%

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 EGARCH

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 leverage effect is captured by the negative gamma (gamma = -0.1188), confirming that negative shocks increase volatility more than positive shocks of equal magnitude.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0222
1.93*
α

ARCH

Response to squared shocks

-0.2170
-7.59***
β

GARCH

Volatility persistence

0.9788
γ

leverage

Additional response to negative shocks

-0.1188
-9.21***

Persistence:

0.979

Half-life:

32 days