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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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Poet Technologies Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 3, 2014 to Jul 24, 2026

Model 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

ParameterValuet-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