V-Lab
YieldMax TSLA Performance & Distribution Target 25 ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
37.46%
unchanged at 0.00%
1 Week
37.82%
increased by 0.36%
1 Month
37.90%
increased by 0.44%
Analysis last updated: Wednesday, August 12, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2025 to Aug 7, 2026σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 4.63*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.1021 | 0.60 |
γ leverage Additional response to negative shocks | 0.0441 | 1.53 |
Persistence:
0.124
Half-life:
0 days
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