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V-Lab

Global Mofy AI Ltd MF2-GARCH Volatility Analysis

Volatility prediction for Monday, September 21st, 2026

1 Day

62.91%

increased by 3.31%

1 Week

75.93%

increased by 16.33%

1 Month

166.68%

increased by 107.08%

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 MF2-GARCH

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
Boundary Parameters

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

MF2-GARCH Model

Tap to view equation

Leverage: volatility responds almost entirely to negative shocks
ParamValuet-stat
mwindow41
αARCH0.0000
0.00
βGARCH0.9105
41.17***
γleverage0.1306
3.67***
λ₁tau intercept10.0000
1.50
λ₂forecast adj.0.7962
4.98***
λ₃tau persistence0.0000
0.00

0.976

Persistence

28d

Half-life
σ

MF2-GARCH Model

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ParameterValuet-statistic
m

window

Rolling window length

41
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9105
41.17***
γ

leverage

Additional response to negative shocks

0.1306
3.67***
λ₁

tau intercept

Baseline long-term coefficient

10.0000
1.50
λ₂

forecast adj.

Forecast performance sensitivity

0.7962
4.98***
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.976

Half-life:

28 days