V-Lab
Global Mofy AI Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
84.31%
decreased by 12.12%
1 Week
93.20%
decreased by 3.23%
1 Month
119.36%
increased by 22.93%
Analysis last updated: Friday, August 21, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 10, 2023 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 35 trading days, meaning a shock loses half its impact after approximately 35 days. Returns follow a Student-t distribution with v = 2.66 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 192.2134 | 4.02*** |
α ARCH Response to squared shocks | 0.1528 | 44.88*** |
β GARCH Volatility persistence | 0.9805 | 235.36*** |
ν DF Student-t tail thickness | 2.6581 | 42.99*** |
Persistence:
0.981
Half-life:
35 days
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