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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.29
β GARCH Volatility persistence	0.2894	114.22***
γ leverage Additional response to negative shocks	0.5000	73.46***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.2944	45.87***
λ₃ tau persistence Long-term factor persistence	0.0148	35.42***

V-Lab

YieldMax TSLA Performance & Distribution Target 25 ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other YieldMax TSLA Performance & Distribution Target 25 ETF Analyses