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V-Lab

National Aerospace Fastener MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

40.82%

decreased by 0.94%

1 Week

44.24%

increased by 2.48%

1 Month

49.91%

increased by 8.15%

Analysis last updated: Sunday, August 23, 2026 at 02:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Aerospace Fastener MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 18, 2002 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

46
α

ARCH

Response to squared shocks

0.1398
26.17***
β

GARCH

Volatility persistence

0.7447
65.36***
γ

leverage

Additional response to negative shocks

-0.0093
-1.46
λ₁

tau intercept

Baseline long-term coefficient

0.0609
3.62***
λ₂

forecast adj.

Forecast performance sensitivity

0.0431
3.19***
λ₃

tau persistence

Long-term factor persistence

0.9490
60.92***

Persistence:

0.880

Half-life:

5 days