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