Defiance BMNR Option Income ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
57.71%
increased by 0.53%
1 Week
54.88%
decreased by 2.30%
1 Month
45.55%
decreased by 11.63%
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 | |
|---|---|---|
| 26 | ||
| 0.0184 | 183,590.00 | |
| 0.8127 | 8,127,150.00 | |
| 0.1379 | 1,378,680.00 | |
| 0.0069 | 69,130.00 | |
| 0.1097 | 1,096,520.00 | |
| 0.8135 | 8,134,580.00 |
Estimation Period:
Nov 25, 2025 to May 22, 2026
Nov 25, 2025 to May 22, 2026
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