V-Lab
V-Lab
Baidu Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:38.84% (-1.54%)

Analysis last updated: Friday, April 19, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Baidu Inc AGARCH
paramt-stat
ω0.556623.53
α0.112531.44
β0.8312250.51
γ0.45744.79
Estimation Period:
Aug 8, 2005 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts