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V-Lab

VenHub Global Inc MF2-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

18.82%

decreased by 3.80%

1 Week

10,500,542.39%

increased by 10,500,519.77%

1 Month

12,404,420,179,919,738,000,000,000,000,000.00%

increased by 12,404,420,179,919,738,000,000,000,000,000.00%

Analysis last updated: Tuesday, August 11, 2026 at 10:11 PM UTC

Date Range:

from

to

6M ·

All

graph of VenHub Global Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 30, 2026 to Aug 7, 2026

Model 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.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

61
α

ARCH

Response to squared shocks

0.2732
68.00***
β

GARCH

Volatility persistence

0.6921
138.67***
γ

leverage

Additional response to negative shocks

-0.2732
-65.15***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
4.00***
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
5.00***
λ₃

tau persistence

Long-term factor persistence

0.0002
9.10***

Persistence:

0.829

Half-life:

4 days