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V-Lab

Guangdong Tianyu Semiconductor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

64.15%

unchanged at 0.00%

1 Week

64.15%

unchanged at 0.00%

1 Month

64.15%

unchanged at 0.00%

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 S0GARCH

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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5157
2.58***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=5
γ1201.3340
1.55
γ2-359.2683
-1.91*
γ3366.4382
2.93***
γ4-356.5095
-3.11***
γ5182.1938
2.55**

Persistence:

0.000

Half-life:

-