Skip to main content
V-Lab

Shengfeng Development Ltd GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

113.06%

decreased by 8.52%

1 Week

114.95%

decreased by 6.63%

1 Month

119.41%

decreased by 2.17%

Analysis last updated: Monday, July 20, 2026 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Shengfeng Development Ltd GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 31, 2023 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
5.83***
α

ARCH

Response to squared shocks

0.1404
6.33***
β

GARCH

Volatility persistence

0.7792
33.78***

Persistence:

0.920

Half-life:

8 days