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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 25, 2025 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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