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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 31, 2023 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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