V-Lab: Cheetah Mobile Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Cheetah Mobile Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:65.31% (-11.42%)

Analysis last updated: Friday, May 3, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	19.6642	8.22
$α$	0.1426	11.20
$β$	0.8509	47.90
$ν$	4	5.55

Estimation Period:
May 8, 2014 to May 3, 2024