Guangdong Tianyu Semiconductor Co Ltd AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
71.11%
decreased by 8.59%
1 Week
71.37%
decreased by 8.33%
1 Month
71.43%
decreased by 8.27%
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
The news-impact curve is shifted (γ = 10.00) 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 | 12.3241 | 16.01*** |
α ARCH Response to squared shocks | 0.0660 | 5.27*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 10.0000 | 10.22*** |
Persistence:
0.066
Half-life:
0 days
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