Genter Capital TAX Qlty Inmd 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 8th, 2026
1 Day
0.00%
unchanged at 0.00%
1 Week
0.00%
unchanged at 0.00%
1 Month
0.00%
unchanged at 0.00%
Analysis last updated: Tuesday, July 7, 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 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0002 | 2,260.00 | |
| 0.0000 | 330.00 | |
| 0.0000 | 100.00 |
Estimation Period:
May 22, 2024 to Jul 2, 2026
May 22, 2024 to Jul 2, 2026
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