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V-Lab

Galileo Resources PLC MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

106.64%

increased by 0.54%

1 Week

128.75%

increased by 22.65%

1 Month

117.12%

increased by 11.02%

Analysis last updated: Sunday, August 9, 2026 at 01:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Galileo Resources PLC MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 28, 2011 to Aug 7, 2026
Illiquid Asset

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 96% 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

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

21
α

ARCH

Response to squared shocks

0.5120
21.53***
β

GARCH

Volatility persistence

0.1073
7.17***
γ

leverage

Additional response to negative shocks

-0.2501
-5.31***
λ₁

tau intercept

Baseline long-term coefficient

1.4277
0.90
λ₂

forecast adj.

Forecast performance sensitivity

0.0755
1.04
λ₃

tau persistence

Long-term factor persistence

0.8719
6.96***

Persistence:

0.494

Half-life:

1 days