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V-Lab

QVC Group Inc MF2-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

262.18%

decreased by 83.56%

1 Week

255.35%

decreased by 90.39%

1 Month

249.78%

decreased by 95.96%

Analysis last updated: Saturday, July 25, 2026 at 09:27 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 24, 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

0.2723
14.12***
β

GARCH

Volatility persistence

0.4512
21.33***
γ

leverage

Additional response to negative shocks

0.0303
1.06
λ₁

tau intercept

Baseline long-term coefficient

0.1410
1.60
λ₂

forecast adj.

Forecast performance sensitivity

0.1388
1.54
λ₃

tau persistence

Long-term factor persistence

0.8612
9.03***

Persistence:

0.739

Half-life:

2 days