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Millennium Group Corp Asia MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 27th, 2026

1 Day

40.61%

increased by 9.40%

1 Week

6,747,540,565,272,654,000,000,000,000,000,000.00%

increased by 6,747,540,565,272,654,000,000,000,000,000,000.00%

1 Month

925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

increased by 925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

Analysis last updated: Sunday, July 26, 2026 at 05:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Millennium Group Corp Asia MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 26, 2023 to Jul 24, 2026
Boundary Parameters

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

121
α

ARCH

Response to squared shocks

0.7500
β

GARCH

Volatility persistence

0.0000
γ

leverage

Additional response to negative shocks

0.5000
λ₁

tau intercept

Baseline long-term coefficient

10.0000
3.25***
λ₂

forecast adj.

Forecast performance sensitivity

1.0000
6.31***
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

1.000

Half-life:

-