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V-Lab

Defiance BMNR Option Income ETF MEM Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

68.19%

decreased by 0.02%

1 Week

69.00%

increased by 0.79%

1 Month

70.89%

increased by 2.68%

Analysis last updated: Monday, August 10, 2026 at 09:32 PM UTC

Date Range:

from

to

6M ·

All

graph of Defiance BMNR Option Income ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 25, 2025 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7843
2.11**
α

ARCH

Response to squared shocks

0.0786
2.35**
β

GARCH

Volatility persistence

0.8377
24.46***

Persistence:

0.916

Half-life:

8 days