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V-Lab

Guangdong Tianyu Semiconductor Co Ltd Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

89.66%

decreased by 8.69%

1 Week

94.62%

decreased by 3.73%

1 Month

104.93%

increased by 6.58%

Analysis last updated: Tuesday, July 14, 2026 at 06:45 PM UTC

Date Range:

from

to

6M ·

All

graph of Guangdong Tianyu Semiconductor Co Ltd AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 5, 2025 to Jul 10, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 162% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
5.94***
α

ARCH

Response to squared shocks

0.1783
6.32***
β

GARCH

Volatility persistence

0.5827
15.20***
γ

leverage

Additional response to negative shocks

0.2894
3.23***

Persistence:

0.906

Half-life:

7 days