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V-Lab

GigaDevice Semiconductor Inc GJR-GARCH 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

229.57%

increased by 14.32%

1 Week

231.64%

increased by 16.39%

1 Month

239.75%

increased by 24.50%

Analysis last updated: Tuesday, July 14, 2026 at 06:45 PM UTC

Date Range:

from

to

6M ·

All

graph of GigaDevice Semiconductor Inc GJR-GARCH

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

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.8959
0.73
α

ARCH

Response to squared shocks

0.0127
0.59
β

GARCH

Volatility persistence

0.9267
21.32***
γ

leverage

Additional response to negative shocks

0.1212
1.86*

Persistence:

1.000

Half-life:

-