Alpha Compute Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
208.70%
1 Week
194.77%
1 Month
178.03%
Analysis last updated: Monday, July 20, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 4, 2020 to Jul 17, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 86% 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
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| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 76 | |
α ARCH Response to squared shocks | 0.1706 | 11.64*** |
β GARCH Volatility persistence | 0.6523 | 15.40*** |
γ leverage Additional response to negative shocks | -0.0790 | -2.69*** |
λ₁ tau intercept Baseline long-term coefficient | 0.2760 | 0.30 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0218 | 0.63 |
λ₃ tau persistence Long-term factor persistence | 0.9778 | 23.09*** |
Persistence:
0.783
Half-life:
3 days
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