Defiance BMNR Option Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
73.49%
increased by 1.87%
1 Week
74.04%
increased by 2.42%
1 Month
74.70%
increased by 3.08%
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 | |
|---|---|---|
| 5.0000 | 5.46 | |
| 0.0000 | 0.00 | |
| 0.6627 | 14.78 | |
| 0.2268 | 2.54 |
Estimation Period:
Nov 25, 2025 to May 22, 2026
Nov 25, 2025 to May 22, 2026
Other Defiance BMNR Option Income ETF Analyses
Other GJR-GARCH Analyses on ETFs