Defiance BMNR Option Income ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
49.68%
increased by 3.08%
1 Week
49.38%
increased by 2.78%
1 Month
49.26%
increased by 2.66%
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 | |
|---|---|---|
| 1.3099 | 5.13 | |
| 0.1365 | 1.13 | |
| 0.2824 | 0.61 | |
| -2.3776 | -0.35 |
Estimation Period:
Nov 25, 2025 to May 22, 2026
Nov 25, 2025 to May 22, 2026
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