V-Lab
Shenzhen Genvict Technologies Co., Ltd. MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
43.24%
1 Week
45.72%
1 Month
48.64%
Analysis last updated: Saturday, July 25, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 15, 2017 to Jul 24, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 80% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 86 | |
α ARCH Response to squared shocks | 0.1524 | 23.23*** |
β GARCH Volatility persistence | 0.6957 | 44.12*** |
γ leverage Additional response to negative shocks | -0.0678 | -8.07*** |
λ₁ tau intercept Baseline long-term coefficient | 1.2892 | 0.92 |
λ₂ forecast adj. Forecast performance sensitivity | 0.1275 | 1.37 |
λ₃ tau persistence Long-term factor persistence | 0.7565 | 3.53*** |
Persistence:
0.814
Half-life:
3 days
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