Semilux International Ltd -Redh 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 Friday, June 19th, 2026
1 Day
403.99%
decreased by 26.85%
1 Week
403.99%
decreased by 26.85%
1 Month
404.01%
decreased by 26.83%
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 | |
|---|---|---|
| 0.0072 | 1.87 | |
| 0.0682 | 1.59 | |
| 0.7776 | 4.86 | |
| 0.3085 | 0.72 |
Estimation Period:
Apr 28, 2022 to Jun 12, 2026
Apr 28, 2022 to Jun 12, 2026
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