V-Lab
Oklo Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
83.20%
decreased by 4.36%
1 Week
83.20%
decreased by 4.36%
1 Month
83.20%
decreased by 4.36%
Analysis last updated: Friday, August 21, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Aug 21, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 9495 trading days (~37.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Inverse leverage: volatility responds almost entirely to positive returns
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.1785 | 19.66*** |
β GARCH Volatility persistence | 0.8965 | 242.04*** |
γ leverage Additional response to negative shocks | -0.1502 | -8.00*** |
λ₁ tau intercept Baseline long-term coefficient | 26.6599 |
Persistence:
1.000
Half-life:
9495 days
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