V-Lab
Boost Run Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
159.45%
decreased by 9.83%
1 Week
171.59%
increased by 2.31%
1 Month
210.78%
increased by 41.50%
Analysis last updated: Tuesday, August 11, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Aug 7, 2026Model Insight
With persistence 0.992, volatility shocks have a half-life of 84 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 21 | |
α ARCH Response to squared shocks | 0.0952 | 3.08*** |
β GARCH Volatility persistence | 0.8907 | 124.26*** |
γ leverage Additional response to negative shocks | 0.0118 | 0.23 |
λ₁ tau intercept Baseline long-term coefficient | 8.8176 | 0.36 |
λ₂ forecast adj. Forecast performance sensitivity | 1.0000 | 0.42 |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
0.992
Half-life:
84 days
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