V-Lab
Onity Group Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, September 16th, 2026
1 Day
41.25%
decreased by 0.06%
1 Week
44.56%
increased by 3.25%
1 Month
47.99%
increased by 6.68%
Analysis last updated: Tuesday, September 15, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 25, 1996 to Sep 11, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 123% more than equivalent positive returns.
σ
MF2-GARCH Model
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Leverage: Negative returns increase volatility 123% more than positive returns
| Param | Value | t-stat |
|---|---|---|
| mwindow | 66 | |
| αARCH | 0.0754 | 3.33*** |
| βGARCH | 0.6495 | 10.96*** |
| γleverage | 0.0931 | 2.59*** |
| λ₁tau intercept | 0.4531 | 1.40 |
| λ₂forecast adj. | 0.1639 | 1.75* |
| λ₃tau persistence | 0.8066 | 7.20*** |
0.772
Persistence3d
Half-lifeσ
MF2-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 66 | |
α ARCH Response to squared shocks | 0.0754 | 3.33*** |
β GARCH Volatility persistence | 0.6495 | 10.96*** |
γ leverage Additional response to negative shocks | 0.0931 | 2.59*** |
λ₁ tau intercept Baseline long-term coefficient | 0.4531 | 1.40 |
λ₂ forecast adj. Forecast performance sensitivity | 0.1639 | 1.75* |
λ₃ tau persistence Long-term factor persistence | 0.8066 | 7.20*** |
Persistence:
0.772
Half-life:
3 days
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