V-Lab
Amplify Stablecoin Technology Leaders ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 28th, 2026
1 Day
12.51%
1 Week
1,053,377.85%
1 Month
643,614,605,179,217,500,000,000,000.00%
Analysis last updated: Monday, July 27, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 23, 2025 to Jul 24, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Inverse leverage: volatility responds almost entirely to positive returns
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 71 | |
α ARCH Response to squared shocks | 0.0489 | 7.11*** |
β GARCH Volatility persistence | 0.9755 | 42.43*** |
γ leverage Additional response to negative shocks | -0.0489 | -7.15*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0000 | 0.01 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0170 | 0.15 |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
1.000
Half-life:
-
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