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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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