Liberty Defense Holdings Ltd 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 Monday, July 6th, 2026
1 Day
3.26%
decreased by 0.38%
1 Week
21,025.73%
increased by 21,022.09%
1 Month
433,885,468,758,749,740,000.00%
increased by 433,885,468,758,749,740,000.00%
Analysis last updated: Thursday, July 2, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3976 | 7.23 | |
| 0.7990 | 168.10 | |
| -0.3932 | -21.90 | |
| 0.0000 | 10.00 | |
| 0.0001 | 5.12 | |
| 0.0000 | 0.12 |
Estimation Period:
Apr 22, 2026 to Jul 2, 2026
Apr 22, 2026 to Jul 2, 2026
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