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V-Lab

GigaDevice Semiconductor Inc EGARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

213.86%

increased by 15.37%

1 Week

216.72%

increased by 18.23%

1 Month

228.68%

increased by 30.19%

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

Date Range:

from

to

6M ·

All

graph of GigaDevice Semiconductor Inc EGARCH

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 0.999, volatility shocks have a half-life of 483 trading days (~1.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0207
0.12
α

ARCH

Response to squared shocks

0.1366
4.46***
β

GARCH

Volatility persistence

0.9986
24.42***
γ

leverage

Additional response to negative shocks

-0.0479
-1.66*

Persistence:

0.999

Half-life:

483 days