Defiance BMNR Option Income ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.14%
decreased by 7.97%
1 Week
307.55%
increased by 266.44%
1 Month
18,241,940.69%
increased by 18,241,899.58%
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 | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.18 | |
| 0.6973 | 410.66 | |
| 0.2929 | 16.86 | |
| 0.0000 | 1.00 | |
| 0.0248 | 14.31 | |
| 0.0002 | 0.26 |
Estimation Period:
Nov 25, 2025 to Jun 12, 2026
Nov 25, 2025 to Jun 12, 2026
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