V-Lab
Wenzhou Yihua Connector Co., Ltd. MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
69.46%
1 Week
70.75%
1 Month
74.21%
Analysis last updated: Tuesday, August 25, 2026 at 06:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 7, 2017 to Aug 21, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 29% 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 | 66 | |
α ARCH Response to squared shocks | 0.1261 | 18.96*** |
β GARCH Volatility persistence | 0.7508 | 70.87*** |
γ leverage Additional response to negative shocks | -0.0284 | -3.81*** |
λ₁ tau intercept Baseline long-term coefficient | 2.9220 | 0.32 |
λ₂ forecast adj. Forecast performance sensitivity | 0.7920 | 0.33 |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
0.863
Half-life:
5 days
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