V-Lab
NETGEAR Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
39.37%
1 Week
42.98%
1 Month
44.31%
Analysis last updated: Friday, July 24, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2003 to Jul 24, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 109% 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 | 126 | |
α ARCH Response to squared shocks | 0.2720 | 15.20*** |
β GARCH Volatility persistence | 0.1106 | 6.78*** |
γ leverage Additional response to negative shocks | -0.1421 | -6.10*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0792 | 0.26 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0251 | 0.51 |
λ₃ tau persistence Long-term factor persistence | 0.9654 | 11.85*** |
Persistence:
0.312
Half-life:
1 days
Other MF2-GARCH Analyses on Equities