V-Lab: Autohome Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Autohome Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:39.66% (-2.95%)

Analysis last updated: Thursday, May 9, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0888	6.13
$β$	0.4851	16.06
$γ$	0.0062	0.55
$λ_{1}$	0.2286	0.34
$λ_{2}$	0.0573	0.65
$λ_{3}$	0.9183	6.53

Estimation Period:
Dec 11, 2013 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts