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V-Lab

Range International Limited MF2-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

191.70%

decreased by 7.46%

1 Week

214.38%

increased by 15.22%

1 Month

312.77%

increased by 113.61%

Analysis last updated: Wednesday, August 26, 2026 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Range International Limited MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 22, 2016 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

91
α

ARCH

Response to squared shocks

0.1593
1.76*
β

GARCH

Volatility persistence

0.7369
51.33***
γ

leverage

Additional response to negative shocks

-0.0199
-0.13
λ₁

tau intercept

Baseline long-term coefficient

10.0000
0.21
λ₂

forecast adj.

Forecast performance sensitivity

0.3498
0.33
λ₃

tau persistence

Long-term factor persistence

0.5341
0.59

Persistence:

0.886

Half-life:

6 days