Defiance BMNR Option Income ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
67.84%
increased by 1.05%
1 Week
68.09%
increased by 1.30%
1 Month
69.05%
increased by 2.26%
Analysis last updated: Friday, May 22, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 3.64 | |
| -0.1856 | -5.92 | |
| 0.9934 | 30,103.73 | |
| -0.0447 | -2.57 |
Estimation Period:
Nov 25, 2025 to May 22, 2026
Nov 25, 2025 to May 22, 2026
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