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V-Lab

ATIF Holdings Ltd MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

89.64%

increased by 2.96%

1 Week

95.56%

increased by 8.88%

1 Month

102.11%

increased by 15.43%

Analysis last updated: Friday, August 14, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of ATIF Holdings Ltd MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 3, 2019 to Aug 14, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 74% 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

ParameterValuet-statistic
α

ARCH

Response to squared shocks

0.2077
12.53***
β

GARCH

Volatility persistence

0.6084
20.73***
γ

leverage

Additional response to negative shocks

-0.0884
-3.75***
λ₁

tau intercept

Baseline long-term coefficient

43.8677

Persistence:

0.772

Half-life:

3 days