V-Lab
Virtuix Holdings Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
31.33%
decreased by 11.74%
1 Week
32.27%
decreased by 10.80%
1 Month
44.44%
increased by 1.37%
Analysis last updated: Tuesday, August 11, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 26 | |
α ARCH Response to squared shocks | 0.6129 | |
β GARCH Volatility persistence | 0.5547 | |
γ leverage Additional response to negative shocks | -0.3920 | |
λ₁ tau intercept Baseline long-term coefficient | 0.0000 | |
λ₂ forecast adj. Forecast performance sensitivity | 0.0298 | |
λ₃ tau persistence Long-term factor persistence | 0.1905 |
Persistence:
0.972
Half-life:
24 days
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