V-Lab
VenHub Global Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
86.70%
decreased by 4.55%
1 Week
93.25%
increased by 2.00%
1 Month
94.96%
increased by 3.71%
Analysis last updated: Friday, August 21, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2026 to Aug 21, 2026Boundary Parameters
Model 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 | 61 | |
α ARCH Response to squared shocks | 0.0531 | 18.89*** |
β GARCH Volatility persistence | 0.0000 | 0.02 |
γ leverage Additional response to negative shocks | 0.3829 | 36.80*** |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 5.13*** |
λ₂ forecast adj. Forecast performance sensitivity | 0.0000 | 0.00 |
λ₃ tau persistence Long-term factor persistence | 0.7236 | 24.25*** |
Persistence:
0.245
Half-life:
0 days
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