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
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 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
| Parameter | Value | t-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
Other Guangdong Tianyu Semiconductor Co Ltd Analyses
Other Asy. Power MEM Analyses on International Equities