YieldMax TSLA Performance & Distribution Target 25 ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
37.23%
increased by 1.47%
1 Week
35.83%
increased by 0.07%
1 Month
35.55%
decreased by 0.21%
Analysis last updated: Monday, July 20, 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, 2026𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.9914 | 22.87*** |
α ARCH Response to squared shocks | 0.1946 | 2.32** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
ν DF Student-t tail thickness | 18.3564 | 0.28 |
Persistence:
0.000
Half-life:
-
Other YieldMax TSLA Performance & Distribution Target 25 ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs