V-Lab
Q32 Bio Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
62.61%
1 Week
89.98%
1 Month
127.88%
Analysis last updated: Tuesday, August 25, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 28, 2018 to Aug 21, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 82% 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 | 21 | |
α ARCH Response to squared shocks | 0.8287 | 19.84*** |
β GARCH Volatility persistence | 0.1135 | 6.26*** |
γ leverage Additional response to negative shocks | -0.3735 | -5.22*** |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 1.53 |
λ₂ forecast adj. Forecast performance sensitivity | 0.1358 | 1.45 |
λ₃ tau persistence Long-term factor persistence | 0.7241 | 3.97*** |
Persistence:
0.755
Half-life:
2 days
Other MF2-GARCH Analyses on Equities