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V-Lab

Guangdong Tianyu Semiconductor Co Ltd Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

46.21%

unchanged at 0.00%

1 Week

46.21%

unchanged at 0.00%

1 Month

46.21%

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 SGARCH

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

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9875
2.13**
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=3
γ1-36.6637
-0.85
γ2105.4071
1.77*
γ3-166.3365
-3.18***

Persistence:

0.000

Half-life:

-