Defiance BMNR Option Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
73.30%
decreased by 4.01%
1 Week
73.64%
decreased by 3.67%
1 Month
74.03%
decreased by 3.28%
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 | |
|---|---|---|
| 5.0000 | 6.01 | |
| 0.0000 | 0.00 | |
| 0.6529 | 16.05 | |
| 0.2367 | 2.81 |
Estimation Period:
Nov 25, 2025 to Jun 12, 2026
Nov 25, 2025 to Jun 12, 2026
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