V-Lab
ATIF Holdings Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
108.15%
1 Week
110.99%
1 Month
115.03%
Analysis last updated: Friday, August 21, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 3, 2019 to Aug 21, 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.
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 36 | |
α ARCH Response to squared shocks | 0.2763 | 12.03*** |
β GARCH Volatility persistence | 0.5941 | 20.65*** |
γ leverage Additional response to negative shocks | -0.1179 | -3.72*** |
λ₁ tau intercept Baseline long-term coefficient | 4.5316 | 0.26 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0066 | 0.19 |
λ₃ tau persistence Long-term factor persistence | 0.9107 | 2.76*** |
Persistence:
0.811
Half-life:
3 days
Other ATIF Holdings Ltd Analyses
Other MF2-GARCH Analyses on Equities