V-Lab
Hangzhou Prevail Optoelectronic Equipment Co., Ltd. MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
139.43%
1 Week
120.84%
1 Month
95.67%
Analysis last updated: Saturday, August 22, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 19, 2017 to Aug 21, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 27% 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 | 26 | |
α ARCH Response to squared shocks | 0.2056 | 14.90*** |
β GARCH Volatility persistence | 0.5986 | 22.89*** |
γ leverage Additional response to negative shocks | -0.0435 | -2.74*** |
λ₁ tau intercept Baseline long-term coefficient | 5.5016 | 0.85 |
λ₂ forecast adj. Forecast performance sensitivity | 0.5744 | 0.93 |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
0.782
Half-life:
3 days
Other Hangzhou Prevail Optoelectronic Equipment Co., Ltd. Analyses
Other MF2-GARCH Analyses on International Equities