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V-Lab

PMV Pharmaceuticals Inc MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

57.74%

increased by 0.87%

1 Week

62.55%

increased by 5.68%

1 Month

66.68%

increased by 9.81%

Analysis last updated: Friday, August 21, 2026 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of PMV Pharmaceuticals Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 25, 2020 to Aug 21, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 208% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

66
α

ARCH

Response to squared shocks

0.3579
20.29***
β

GARCH

Volatility persistence

0.3213
10.61***
γ

leverage

Additional response to negative shocks

-0.2418
-10.36***
λ₁

tau intercept

Baseline long-term coefficient

4.1474
1.74*
λ₂

forecast adj.

Forecast performance sensitivity

0.8283
6.38***
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.558

Half-life:

1 days