Semilux International Ltd -Redh AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 19th, 2026
1 Day
467.48%
decreased by 118.76%
1 Week
1,053.05%
increased by 466.81%
1 Month
80,478.72%
increased by 79,892.48%
Analysis last updated: Friday, June 19, 2026 at 01:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0006 | -1.05 | |
| 1.2400 | 3.96 | |
| 0.6357 | 12.83 | |
| 0.0775 | 20.16 |
Estimation Period:
Apr 28, 2022 to Jun 12, 2026
Apr 28, 2022 to Jun 12, 2026
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