V-Lab
Roundhill UNH WeeklyPay ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
24.17%
1 Week
36.66%
1 Month
46.90%
Analysis last updated: Wednesday, August 12, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 3, 2025 to Aug 7, 2026Model Insight
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 36 | |
α ARCH Response to squared shocks | 0.5000 | 37.50*** |
β GARCH Volatility persistence | 0.0000 | 0.02 |
γ leverage Additional response to negative shocks | -0.5000 | -39.10*** |
λ₁ tau intercept Baseline long-term coefficient | 0.2287 | 2.42** |
λ₂ forecast adj. Forecast performance sensitivity | 0.6472 | 23.99*** |
λ₃ tau persistence Long-term factor persistence | 0.0131 | 1.40 |
Persistence:
0.250
Half-life:
1 days
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