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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 3, 2019 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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