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V-Lab

Defiance BMNR Option Income ETF GARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

62.51%

decreased by 0.03%

1 Week

62.45%

decreased by 0.09%

1 Month

62.25%

decreased by 0.29%

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 GARCH

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 30 trading days, meaning a shock loses half its impact after approximately 30 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3393
0.45
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9772
5.06***

Persistence:

0.977

Half-life:

30 days