V-Lab
Flex LNG Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
30.83%
1 Week
32.78%
1 Month
34.16%
Analysis last updated: Sunday, July 26, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2019 to Jul 24, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 26% 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 | 76 | |
α ARCH Response to squared shocks | 0.1614 | 11.58*** |
β GARCH Volatility persistence | 0.3874 | 11.34*** |
γ leverage Additional response to negative shocks | -0.0336 | -2.33** |
λ₁ tau intercept Baseline long-term coefficient | 0.7589 | 0.82 |
λ₂ forecast adj. Forecast performance sensitivity | 0.8914 | 5.99*** |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
0.532
Half-life:
1 days
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