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
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 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
| Parameter | Value | t-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
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