YieldMax TSLA Performance & Distribution Target 25 ETF Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, October 20th, 2026
1 Day
40.06%
unchanged at 0.00%
1 Week
40.06%
unchanged at 0.00%
1 Month
40.06%
unchanged at 0.00%
Analysis last updated: Tuesday, October 20, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2025 to Oct 16, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
τ
Zero Slope Spline-GARCH Model
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High persistence: persistence 1.000 ≥ 1, shocks do not decay
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8517 | 4.48*** |
| αARCH | 0.0000 | 0.00 |
| βGARCH | 1.0000 | 22.18*** |
Spline Coefficients
K=1
| γ1 | -0.6238 | -0.37 |
1.000
Persistence-
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8517 | 4.48*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 1.0000 | 22.18*** |
Spline Coefficients
K=1
| γ1 | -0.6238 | -0.37 |
Persistence:
1.000
Half-life:
-
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