Defiance BMNR Option Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
73.95%
decreased by 9.51%
1 Week
77.81%
decreased by 5.65%
1 Month
81.01%
decreased by 2.45%
Analysis last updated: Friday, June 12, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26.8418 | 9.25 | |
| 0.2073 | 2.21 | |
| 0.6938 | 10.65 | |
| 17.5482 | 0.27 |
Estimation Period:
Nov 25, 2025 to Jun 12, 2026
Nov 25, 2025 to Jun 12, 2026
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