V-Lab
V-Lab
Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:38.13% (-0.48%)

Analysis last updated: Tuesday, April 23, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Baidu Inc GJR-GARCH
paramt-stat
ω0.128911.35
α0.034216.91
β0.9477342.86
γ0.00891.45
Estimation Period:
Aug 8, 2005 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts