V-Lab
GigaDevice Semiconductor Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
106.91%
increased by 1.20%
1 Week
109.06%
increased by 3.35%
1 Month
113.91%
increased by 8.20%
Analysis last updated: Tuesday, August 25, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.61 |
α ARCH Response to squared shocks | 0.0627 | 1.62 |
β GARCH Volatility persistence | 0.8495 | 14.01*** |
γ leverage Additional response to negative shocks | -0.0006 | -0.01 |
Persistence:
0.912
Half-life:
8 days
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