True Colors Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
29.04%
1 Week
3,832,989,256,442.03%
1 Month
14,193,096,913,640,800,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, July 14, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 2025 to Jul 10, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 65% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 26 | |
α ARCH Response to squared shocks | 0.8988 | 178.51*** |
β GARCH Volatility persistence | 0.0000 | 0.15 |
γ leverage Additional response to negative shocks | -0.3529 | -49.22*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0000 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 0.5827 | 103.03*** |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.03 |
Persistence:
0.722
Half-life:
2 days
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