Inlif Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
270.93%
decreased by 13.41%
1 Week
278.65%
decreased by 5.69%
1 Month
281.72%
decreased by 2.62%
Analysis last updated: Friday, July 10, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.0941 | 1.21 |
β GARCH Volatility persistence | 0.3387 | 3.29*** |
γ leverage Additional response to negative shocks | 0.0022 | 0.03 |
λ₁ tau intercept Baseline long-term coefficient | 317.1145 |
Persistence:
0.434
Half-life:
1 days
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