GigaDevice Semiconductor Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
143.86%
increased by 2.39%
1 Week
141.00%
decreased by 0.47%
1 Month
131.04%
decreased by 10.43%
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
Jan 13, 2026 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 34 trading days, meaning a shock loses half its impact after approximately 34 days. The volatility power δ = 1.11 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1045 | 2.24** |
α ARCH Response to squared shocks | 0.1048 | 3.91*** |
β GARCH Volatility persistence | 0.8952 | 45.82*** |
γ leverage Additional response to negative shocks | -0.1207 | -0.95 |
δ power Transformation power | 1.1095 | 3.23*** |
Persistence:
0.980
Half-life:
34 days
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