V-Lab
Strive 500 ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
12.24%
decreased by 0.42%
1 Week
12.59%
decreased by 0.07%
1 Month
13.48%
increased by 0.82%
Analysis last updated: Friday, August 21, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 16, 2022 to Aug 21, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 106 | |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8481 | 63.44*** |
γ leverage Additional response to negative shocks | 0.1795 | 18.43*** |
λ₁ tau intercept Baseline long-term coefficient | 0.8862 | 0.61 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0000 | 0.00 |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
0.938
Half-life:
11 days
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