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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 5, 2025 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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