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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

Date Range:

from

to

6M ·

All

graph of Guangdong Tianyu Semiconductor Co Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 5, 2025 to Aug 14, 2026

Model 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

ParameterValuet-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