Guangdong Tianyu Semiconductor Co Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
83.90%
decreased by 9.06%
1 Week
88.32%
decreased by 4.64%
1 Month
96.49%
increased by 3.53%
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
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 2.36** |
α ARCH Response to squared shocks | 0.2973 | 4.46*** |
β GARCH Volatility persistence | 0.5846 | 17.73*** |
Persistence:
0.882
Half-life:
6 days
Other Guangdong Tianyu Semiconductor Co Ltd Analyses
Other MEM Analyses on International Equities