V-Lab
Miral Dental Compa MF2-GARCH Volatility Analysis
Volatility prediction for Sunday, July 26th, 2026
1 Day
31.33%
1 Week
31.88%
1 Month
33.50%
Analysis last updated: Friday, July 24, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 29, 2024 to Jul 23, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 382% 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 | 21 | |
α ARCH Response to squared shocks | 0.1421 | 15.86*** |
β GARCH Volatility persistence | 0.8157 | 48.35*** |
γ leverage Additional response to negative shocks | -0.1126 | -10.07*** |
λ₁ tau intercept Baseline long-term coefficient | 2.4452 | 0.15 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0932 | 0.14 |
λ₃ tau persistence Long-term factor persistence | 0.3283 | 0.07 |
Persistence:
0.902
Half-life:
7 days
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