V-Lab
Liberty Defense Holdings Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
66.46%
1 Week
322,475,613.96%
1 Month
2,179,813,019,504,196,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, August 11, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 22, 2026 to Aug 7, 2026Model Insight
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 21 | |
α ARCH Response to squared shocks | 0.4625 | 9.41*** |
β GARCH Volatility persistence | 0.0927 | 136.67*** |
γ leverage Additional response to negative shocks | -0.4625 | -9.41*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0000 | |
λ₂ forecast adj. Forecast performance sensitivity | 0.0000 | 10.67*** |
λ₃ tau persistence Long-term factor persistence | 0.0628 | 26.19*** |
Persistence:
0.324
Half-life:
1 days
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