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V-Lab

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

Date Range:

from

to

6M ·

All

graph of YieldMax TSLA Performance & Distribution Target 25 ETF SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 18, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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
γi Spline Coefficients
K=1
γ14.0811
1.22

Persistence:

0.055

Half-life:

0 days