Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.38% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1311 | 11.74 | |
| 0.0359 | 17.07 | |
| 0.9490 | 352.91 | |
| 0.0019 | 0.33 |
Estimation Period:
Aug 8, 2005 to Feb 20, 2026
Aug 8, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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