V-Lab
Global Mofy AI Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
240.38%
decreased by 32.27%
1 Week
240.68%
decreased by 31.97%
1 Month
241.76%
decreased by 30.89%
Analysis last updated: Friday, July 24, 2026 at 09:45 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
Volatility shocks decay with a half-life of 54 trading days, meaning a shock loses half its impact after approximately 54 days. Returns follow a Student-t distribution with v = 2.65 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 | 251.5565 | 5.19*** |
α ARCH Response to squared shocks | 0.1414 | 44.31*** |
β GARCH Volatility persistence | 0.9872 | 488.97*** |
ν DF Student-t tail thickness | 2.6490 | 54.81*** |
Persistence:
0.987
Half-life:
54 days
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