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V-Lab

Shengfeng Development Ltd MF2-GARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

68.18%

increased by 0.20%

1 Week

70.01%

increased by 2.03%

1 Month

70.55%

increased by 2.57%

Analysis last updated: Tuesday, July 21, 2026 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Shengfeng Development Ltd MF2-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
σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

121
α

ARCH

Response to squared shocks

0.1013
0.25
β

GARCH

Volatility persistence

0.0000
0.00
γ

leverage

Additional response to negative shocks

-0.1013
-0.25
λ₁

tau intercept

Baseline long-term coefficient

6.3770
0.04
λ₂

forecast adj.

Forecast performance sensitivity

0.4360
0.07
λ₃

tau persistence

Long-term factor persistence

0.1868
0.01

Persistence:

0.051

Half-life:

0 days