V-Lab
Quhuo Ltd MF2-GARCH Volatility Analysis
Last recorded values (Tuesday, July 21st, 2026):
1 Day
359.41%
1 Week
477.86%
1 Month
1,570.30%
Analysis last updated: Monday, July 20, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 10, 2020 to Jul 17, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 133% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 26 | |
α ARCH Response to squared shocks | 0.8613 | 10.09*** |
β GARCH Volatility persistence | 0.1267 | 3.58*** |
γ leverage Additional response to negative shocks | -0.4920 | -3.70*** |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 0.96 |
λ₂ forecast adj. Forecast performance sensitivity | 0.4129 | 1.05 |
λ₃ tau persistence Long-term factor persistence | 0.5871 | 1.62 |
Persistence:
0.742
Half-life:
2 days
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