YieldMax TSLA Performance & Distribution Target 25 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
38.56%
unchanged at 0.00%
1 Week
38.56%
unchanged at 0.00%
1 Month
38.56%
unchanged at 0.00%
Analysis last updated: Tuesday, July 21, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2025 to Jul 17, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 10 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8025 | 1.60 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9318 | 0.02 |
Spline Coefficients
K=1
| γ1 | -1.1523 | -0.43 |
Persistence:
0.932
Half-life:
10 days
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