V-Lab
APT Satellite Holdings Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
42.33%
1 Week
45.40%
1 Month
52.38%
Analysis last updated: Sunday, July 26, 2026 at 12:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 1996 to Jul 24, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 98% 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 | 126 | |
α ARCH Response to squared shocks | 0.2281 | 23.59*** |
β GARCH Volatility persistence | 0.7257 | 75.20*** |
γ leverage Additional response to negative shocks | -0.1130 | -11.85*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0857 | 2.12** |
λ₂ forecast adj. Forecast performance sensitivity | 0.1027 | 4.17*** |
λ₃ tau persistence Long-term factor persistence | 0.8906 | 30.95*** |
Persistence:
0.897
Half-life:
6 days
Other APT Satellite Holdings Ltd Analyses
Other MF2-GARCH Analyses on International Equities