Defiance BMNR Option Income ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 8th, 2026
1 Day
70.22%
decreased by 1.93%
1 Week
72.14%
decreased by 0.01%
1 Month
73.22%
increased by 1.07%
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 | |
|---|---|---|
| 26 | ||
| 0.1459 | 77.96 | |
| 0.9271 | 64.33 | |
| -0.1459 | -68.52 | |
| 0.0000 | 0.00 | |
| 0.2336 | 22.12 | |
| 0.7277 | 11.71 |
Estimation Period:
Nov 25, 2025 to Jul 2, 2026
Nov 25, 2025 to Jul 2, 2026
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