V-Lab
Shengfeng Development Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
69.08%
decreased by 1.63%
1 Week
71.06%
increased by 0.35%
1 Month
71.72%
increased by 1.01%
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, 2026σ
MF2-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 121 | |
α ARCH Response to squared shocks | 0.1035 | 0.26 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | -0.1035 | -0.26 |
λ₁ tau intercept Baseline long-term coefficient | 6.4430 | 0.05 |
λ₂ forecast adj. Forecast performance sensitivity | 0.4426 | 0.07 |
λ₃ tau persistence Long-term factor persistence | 0.1829 | 0.01 |
Persistence:
0.052
Half-life:
0 days
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