Skip to main content
V-Lab

Galileo Resources PLC MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

118.08%

increased by 35.06%

1 Week

102.81%

increased by 19.79%

1 Month

90.04%

increased by 7.02%

Analysis last updated: Sunday, August 23, 2026 at 03:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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 21, 2026
Illiquid Asset

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 93% 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

0.5077
21.63***
β

GARCH

Volatility persistence

0.1096
7.33***
γ

leverage

Additional response to negative shocks

-0.2447
-5.27***
λ₁

tau intercept

Baseline long-term coefficient

1.4478
0.90
λ₂

forecast adj.

Forecast performance sensitivity

0.0751
1.03
λ₃

tau persistence

Long-term factor persistence

0.8705
6.80***

Persistence:

0.495

Half-life:

1 days