Defiance BMNR Option Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
72.50%
increased by 2.14%
1 Week
77.13%
increased by 6.77%
1 Month
80.91%
increased by 10.55%
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 | |
|---|---|---|
| 26.9139 | 9.90 | |
| 0.1791 | 1.90 | |
| 0.6924 | 9.87 | |
| 18.4997 | 0.21 |
Estimation Period:
Nov 25, 2025 to May 22, 2026
Nov 25, 2025 to May 22, 2026
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