Skip to main content
V-Lab

Guangdong Tianyu Semiconductor Co Ltd EGARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

57.36%

decreased by 6.90%

1 Week

58.87%

decreased by 5.39%

1 Month

61.96%

decreased by 2.30%

Analysis last updated: Tuesday, July 14, 2026 at 06:46 PM UTC

Date Range:

from

to

6M ·

All

graph of Guangdong Tianyu Semiconductor Co Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 5, 2025 to Jul 10, 2026

Model Insight

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3386
1.10
α

ARCH

Response to squared shocks

0.0803
1.87*
β

GARCH

Volatility persistence

0.8795
14.18***
γ

leverage

Additional response to negative shocks

0.2399
4.37***

Persistence:

0.880

Half-life:

5 days