Phihong Technology MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
52.77%
increased by 4.63%
1 Week
53.38%
increased by 5.24%
1 Month
53.61%
increased by 5.47%
Analysis last updated: Wednesday, July 15, 2026 at 08:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 21, 2001 to Jul 3, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 38% more than equivalent positive returns.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 126 | |
α ARCH Response to squared shocks | 0.1186 | 21.80*** |
β GARCH Volatility persistence | 0.5584 | 31.53*** |
γ leverage Additional response to negative shocks | 0.0456 | 6.93*** |
λ₁ tau intercept Baseline long-term coefficient | 0.3831 | 0.88 |
λ₂ forecast adj. Forecast performance sensitivity | 0.1754 | 1.05 |
λ₃ tau persistence Long-term factor persistence | 0.7755 | 3.44*** |
Persistence:
0.700
Half-life:
2 days
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