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V-Lab

Puldin Lion Group Reit MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, June 3rd, 2026

1 Day

-0.00%

decreased by 47.66%

1 Week

23,344.17%

increased by 23,296.51%

1 Month

447,063,619,633,716,030.00%

increased by 447,063,619,633,716,000.00%

Analysis last updated: Wednesday, June 3, 2026 at 06:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Puldin Lion Group Reit MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m21
α1.00009,999,900.00
β0.0000100.00
γ0.00000.00
λ13.928739,287,230.00
λ20.0900900,080.00
λ30.0000100.00
Estimation Period:
Feb 13, 2019 to Jan 5, 2026