Guangdong Tianyu Semiconductor Co Ltd GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
68.06%
increased by 0.45%
1 Week
68.72%
increased by 1.11%
1 Month
69.38%
increased by 1.77%
Analysis last updated: Tuesday, July 14, 2026 at 06:45 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
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 7.13*** |
α ARCH Response to squared shocks | 0.0783 | 3.52*** |
β GARCH Volatility persistence | 0.6622 | 22.18*** |
Persistence:
0.740
Half-life:
2 days
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