Defiance BMNR Option Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
66.34%
increased by 3.23%
1 Week
68.88%
increased by 5.77%
1 Month
71.65%
increased by 8.54%
Analysis last updated: Tuesday, July 7, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.40 | |
| 0.0000 | 0.00 | |
| 0.6497 | 16.57 | |
| 0.2267 | 3.04 |
Estimation Period:
Nov 25, 2025 to Jul 2, 2026
Nov 25, 2025 to Jul 2, 2026
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