V-Lab
Guangdong Tianyu Semiconductor Co Ltd AGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
64.95%
increased by 3.98%
1 Week
66.39%
increased by 5.42%
1 Month
66.69%
increased by 5.72%
Analysis last updated: Saturday, August 15, 2026 at 08:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 5, 2025 to Aug 14, 2026Model Insight
The news-impact curve is shifted (γ = 9.42) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 11.9480 | 16.21*** |
α ARCH Response to squared shocks | 0.0540 | 4.34*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 9.4157 | 8.40*** |
Persistence:
0.054
Half-life:
0 days
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