V-Lab
V-Lab
Baidu Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:40.11% (-0.74%)

Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Baidu Inc EGARCH
paramt-stat
ω0.035110.25
α0.096919.64
β0.9875770.90
γ-0.0114-1.90
Estimation Period:
Aug 8, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts