Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.21% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1295 | 11.73 | |
| 0.0357 | 17.03 | |
| 0.9494 | 356.65 | |
| 0.0017 | 0.31 |
Estimation Period:
Aug 8, 2005 to Feb 13, 2026
Aug 8, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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