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V-Lab

Huron Consulting Group Inc MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

46.77%

increased by 0.78%

1 Week

48.98%

increased by 2.99%

1 Month

53.12%

increased by 7.13%

Analysis last updated: Friday, August 14, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Huron Consulting Group Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 13, 2004 to Aug 14, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 106% more than equivalent positive returns.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

61
α

ARCH

Response to squared shocks

0.0964
8.49***
β

GARCH

Volatility persistence

0.6038
33.59***
γ

leverage

Additional response to negative shocks

0.1021
5.00***
λ₁

tau intercept

Baseline long-term coefficient

0.0441
0.47
λ₂

forecast adj.

Forecast performance sensitivity

0.0090
0.83
λ₃

tau persistence

Long-term factor persistence

0.9847
43.47***

Persistence:

0.751

Half-life:

2 days