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V-Lab

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

Date Range:

from

to

6M ·

All

graph of YieldMax TSLA Performance & Distribution Target 25 ETF GARCH

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 25 trading days, meaning a shock loses half its impact after approximately 25 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-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