V-Lab
Global Mofy AI Ltd GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, July 27th, 2026
1 Day
350.95%
decreased by 10.83%
1 Week
351.44%
decreased by 10.34%
1 Month
353.35%
decreased by 8.43%
Analysis last updated: Friday, July 24, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 10, 2023 to Jul 24, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6697 | 2.51** |
α ARCH Response to squared shocks | 0.0621 | 3.79*** |
β GARCH Volatility persistence | 0.9379 | 60.37*** |
Persistence:
1.000
Half-life:
-
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