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Global Mofy AI Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, September 21st, 2026

1 Day

100.30%

increased by 11.42%

1 Week

106.79%

increased by 17.91%

1 Month

126.79%

increased by 37.91%

Analysis last updated: Friday, September 18, 2026 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Global Mofy AI Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 10, 2023 to Sep 18, 2026

Model Insight

Volatility shocks decay with a half-life of 32 trading days, meaning a shock loses half its impact after approximately 32 days. Returns follow a Student-t distribution with v = 2.74 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

Shock decay: Shocks decay with a 32-day half-lifev = 2.74 · fat tails
ParamValuet-stat
ωconst166.9071
0.94
αARCH0.1534
10.47***
βGARCH0.9786
49.72***
νDF2.7410
8.61***

0.979

Persistence

32d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

166.9071
0.94
α

ARCH

Response to squared shocks

0.1534
10.47***
β

GARCH

Volatility persistence

0.9786
49.72***
ν

DF

Student-t tail thickness

2.7410
8.61***

Persistence:

0.979

Half-life:

32 days