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Cargills Ceylon PLC MF2-GARCH Volatility Analysis

Volatility prediction for Monday, September 21st, 2026

1 Day

21.47%

decreased by 0.05%

1 Week

23.83%

increased by 2.31%

1 Month

25.43%

increased by 3.91%

Analysis last updated: Sunday, September 20, 2026 at 01:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cargills Ceylon PLC MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 31, 1994 to Sep 18, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 71% 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

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Inverse leverage: Positive returns increase volatility 71% more than negative returns
ParamValuet-stat
mwindow106
αARCH0.2880
5.85***
βGARCH0.3058
5.69***
γleverage-0.1195
-2.15**
λ₁tau intercept0.7693
2.86***
λ₂forecast adj.0.7938
11.39***
λ₃tau persistence0.0000
0.00

0.534

Persistence

1d

Half-life
σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

106
α

ARCH

Response to squared shocks

0.2880
5.85***
β

GARCH

Volatility persistence

0.3058
5.69***
γ

leverage

Additional response to negative shocks

-0.1195
-2.15**
λ₁

tau intercept

Baseline long-term coefficient

0.7693
2.86***
λ₂

forecast adj.

Forecast performance sensitivity

0.7938
11.39***
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.534

Half-life:

1 days