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V-Lab

Baron Technology ETF MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, July 15th, 2026

1 Day

28.80%

decreased by 1.59%

1 Week

37.94%

increased by 7.55%

1 Month

207.82%

increased by 177.43%

Analysis last updated: Wednesday, July 15, 2026 at 02:19 AM UTC

Date Range:

from

to

6M ·

All

graph of Baron Technology ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 15, 2025 to Jul 10, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

Leverage: volatility responds almost entirely to negative shocks

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

21
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9286
87.93***
γ

leverage

Additional response to negative shocks

0.1427
14.30***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.3462
15.63***
λ₃

tau persistence

Long-term factor persistence

0.1629
42.19***

Persistence:

1.000

Half-life:

-