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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Oklo Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 8, 2021 to Aug 21, 2026

Model 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

ParameterValuet-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