YieldMax TSLA Performance & Distribution Target 25 ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
49.50%
decreased by 0.61%
1 Week
50.34%
increased by 0.23%
1 Month
50.51%
increased by 0.40%
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.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9702 | 4.34*** |
α ARCH Response to squared shocks | 0.0552 | 0.84 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | 4.0811 | 1.22 |
Persistence:
0.055
Half-life:
0 days
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