V-Lab
Shanghai Urban Architecture Design Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
34.04%
decreased by 2.19%
1 Week
36.37%
increased by 0.14%
1 Month
40.74%
increased by 4.51%
Analysis last updated: Tuesday, August 25, 2026 at 06:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 20, 2021 to Aug 21, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 202% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.3286 | 13.75*** |
β GARCH Volatility persistence | 0.6708 | 36.38*** |
γ leverage Additional response to negative shocks | -0.2198 | -9.80*** |
λ₁ tau intercept Baseline long-term coefficient | 7.8800 | 11.71*** |
Persistence:
0.889
Half-life:
6 days
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