Skip to main content
V-Lab

Victory Electric Vehicles International Ltd MF2-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

17.45%

increased by 8.12%

1 Week

199.62%

increased by 190.29%

1 Month

26,238,334.55%

increased by 26,238,325.22%

Analysis last updated: Tuesday, August 25, 2026 at 07:12 PM UTC

Date Range:

from

to

6M ·

All

graph of Victory Electric Vehicles International Ltd MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 15, 2026 to Aug 21, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 299% 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

71
α

ARCH

Response to squared shocks

0.6671
96.10***
β

GARCH

Volatility persistence

0.4876
164.67***
γ

leverage

Additional response to negative shocks

-0.5000
-35.77***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.0685
0.38
λ₃

tau persistence

Long-term factor persistence

0.0000
0.27

Persistence:

0.905

Half-life:

7 days