V-Lab
Poet Technologies Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
111.56%
increased by 9.85%
1 Week
108.16%
increased by 6.45%
1 Month
102.16%
increased by 0.45%
Analysis last updated: Friday, July 24, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 3, 2014 to Jul 24, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 40% 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
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.2636 | 23.89*** |
β GARCH Volatility persistence | 0.6247 | 47.14*** |
γ leverage Additional response to negative shocks | -0.0756 | -4.52*** |
λ₁ tau intercept Baseline long-term coefficient | 37.8702 |
Persistence:
0.851
Half-life:
4 days
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