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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Global Mofy AI Ltd GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 10, 2023 to Jul 24, 2026

Model 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

ParameterValuet-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:

-