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V-Lab

Guangdong Tianyu Semiconductor Co Ltd Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

87.93%

decreased by 14.13%

1 Week

84.81%

decreased by 17.25%

1 Month

82.91%

decreased by 19.15%

Analysis last updated: Tuesday, July 14, 2026 at 06:46 PM UTC

Date Range:

from

to

6M ·

All

graph of Guangdong Tianyu Semiconductor Co Ltd APMEM

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 modest leverage effect: negative returns increase next-day volatility 16% more than equivalent positive returns. The volatility power δ = 0.53 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
0.76
α

ARCH

Response to squared shocks

0.3563
8.56***
β

GARCH

Volatility persistence

0.2948
5.60***
γ

leverage

Additional response to negative shocks

0.1370
4.36***
δ

power

Transformation power

0.5349
0.75

Persistence:

0.585

Half-life:

1 days