GigaDevice Semiconductor Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
181.76%
increased by 4.66%
1 Week
179.72%
increased by 2.62%
1 Month
172.91%
decreased by 4.19%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 22 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9650 | 2.88*** |
α ARCH Response to squared shocks | 0.0527 | 0.63 |
β GARCH Volatility persistence | 0.9157 | 3.83*** |
Spline Coefficients
K=1
| γ1 | -1.3662 | -0.15 |
Persistence:
0.968
Half-life:
22 days
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