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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

Date Range:

from

to

6M ·

All

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

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
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-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