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V-Lab

Shengfeng Development Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

249.35%

increased by 37.23%

1 Week

248.03%

increased by 35.91%

1 Month

243.16%

increased by 31.04%

Analysis last updated: Friday, July 24, 2026 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Shengfeng Development Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 31, 2023 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 48 trading days, meaning a shock loses half its impact after approximately 48 days. Returns follow a Student-t distribution with v = 2.22 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

153.7406
5.77***
α

ARCH

Response to squared shocks

0.1150
49.77***
β

GARCH

Volatility persistence

0.9858
455.33***
ν

DF

Student-t tail thickness

2.2166
254.11***

Persistence:

0.986

Half-life:

48 days