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V-Lab

YieldMax TSLA Performance & Distribution Target 25 ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

38.07%

decreased by 0.47%

1 Week

38.01%

decreased by 0.53%

1 Month

37.83%

decreased by 0.71%

Analysis last updated: Wednesday, August 12, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

All

graph of YieldMax TSLA Performance & Distribution Target 25 ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 18, 2025 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 23 trading days, meaning a shock loses half its impact after approximately 23 days. Returns follow a Student-t distribution with v = 7.23 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.4634
1.11
α

ARCH

Response to squared shocks

0.0157
0.14
β

GARCH

Volatility persistence

0.9705
2.22**
ν

DF

Student-t tail thickness

7.2346
0.06

Persistence:

0.971

Half-life:

23 days