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V-Lab

Uni-Fuels Holdings Ltd MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

79.07%

increased by 8.08%

1 Week

90.12%

increased by 19.13%

1 Month

94.52%

increased by 23.53%

Analysis last updated: Friday, August 21, 2026 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Uni-Fuels Holdings Ltd MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 14, 2025 to Aug 21, 2026
Boundary Parameters

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 235% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

121
α

ARCH

Response to squared shocks

0.7128
34.17***
β

GARCH

Volatility persistence

0.0000
0.01
γ

leverage

Additional response to negative shocks

-0.5000
-16.21***
λ₁

tau intercept

Baseline long-term coefficient

10.0000
1.98**
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.00
λ₃

tau persistence

Long-term factor persistence

0.7259
7.65***

Persistence:

0.463

Half-life:

1 days