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V-Lab

GigaDevice Semiconductor Inc APARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, July 14th, 2026

1 Day

219.83%

increased by 13.86%

1 Week

221.75%

increased by 15.78%

1 Month

229.33%

increased by 23.36%

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

Date Range:

from

to

6M ·

All

graph of GigaDevice Semiconductor Inc APARCH

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

With persistence 1.000, volatility shocks have a half-life of 12213290 trading days (~48465.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 1.83 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
0.46
α

ARCH

Response to squared shocks

0.0593
2.56**
β

GARCH

Volatility persistence

0.9356
20.28***
γ

leverage

Additional response to negative shocks

0.4423
1.95*
δ

power

Transformation power

1.8342
4.96***

Persistence:

1.000

Half-life:

12213290 days