V-Lab
Helix Resources Limited MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
226.20%
1 Week
217.34%
1 Month
190.33%
Analysis last updated: Wednesday, August 5, 2026 at 05:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 31, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 73% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 56 | |
α ARCH Response to squared shocks | 0.2416 | 23.58*** |
β GARCH Volatility persistence | 0.4917 | 19.00*** |
γ leverage Additional response to negative shocks | -0.1016 | -6.85*** |
λ₁ tau intercept Baseline long-term coefficient | 3.3213 | 1.01 |
λ₂ forecast adj. Forecast performance sensitivity | 0.2215 | 1.27 |
λ₃ tau persistence Long-term factor persistence | 0.7298 | 3.25*** |
Persistence:
0.682
Half-life:
2 days
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