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
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 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
| Parameter | Value | t-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 |
Spline Coefficients
K=3
| γ1 | -36.6637 | -0.85 |
| γ2 | 105.4071 | 1.77* |
| γ3 | -166.3365 | -3.18*** |
Persistence:
0.000
Half-life:
-
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