YieldMax TSLA Performance & Distribution Target 25 ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
38.25%
decreased by 0.33%
1 Week
38.13%
decreased by 0.45%
1 Month
37.75%
decreased by 0.83%
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
Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1431 | 0.61 |
α ARCH Response to squared shocks | 0.0239 | 2.50** |
β GARCH Volatility persistence | 0.9484 | 16.54*** |
Persistence:
0.972
Half-life:
25 days
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