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V-Lab

GigaDevice Semiconductor Inc AGARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

193.53%

decreased by 70.01%

1 Week

171.21%

decreased by 92.33%

1 Month

146.72%

decreased by 116.82%

Analysis last updated: Tuesday, July 14, 2026 at 06:46 PM UTC

Date Range:

from

to

6M ·

All

graph of GigaDevice Semiconductor Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Jul 10, 2026

Model Insight

The news-impact curve is shifted (γ = 4.50) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
5.49***
α

ARCH

Response to squared shocks

0.2636
6.13***
β

GARCH

Volatility persistence

0.4559
31.75***
γ

leverage

Additional response to negative shocks

4.4973
8.21***

Persistence:

0.720

Half-life:

2 days