Skip to main content
V-Lab

GigaDevice Semiconductor Inc Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

203.83%

unchanged at 0.00%

1 Week

203.83%

unchanged at 0.00%

1 Month

203.83%

unchanged at 0.00%

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

Date Range:

from

to

6M ·

All

graph of GigaDevice Semiconductor Inc SGARCH

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

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1425
5.53***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.1848
0.02
γi Spline Coefficients
K=1
γ115.2500
2.61***

Persistence:

0.185

Half-life:

0 days