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V-Lab

QVC Group Inc MF2-GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

216.41%

decreased by 7.70%

1 Week

228.57%

increased by 4.46%

1 Month

238.78%

increased by 14.67%

Analysis last updated: Saturday, July 11, 2026 at 09:28 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of QVC Group Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 5, 2006 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

66
α

ARCH

Response to squared shocks

0.2711
14.03***
β

GARCH

Volatility persistence

0.4495
21.20***
γ

leverage

Additional response to negative shocks

0.0340
1.18
λ₁

tau intercept

Baseline long-term coefficient

0.1395
1.58
λ₂

forecast adj.

Forecast performance sensitivity

0.1376
1.53
λ₃

tau persistence

Long-term factor persistence

0.8624
9.09***

Persistence:

0.738

Half-life:

2 days