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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 5, 2025 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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