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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

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 Jul 24, 2026

Model 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

ParameterValuet-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