V-Lab: Cheetah Mobile Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cheetah Mobile Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:95.90% (-2.98%)

Analysis last updated: Friday, May 3, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7729	4.89
$α$	0.2800	4.20
$β$	0.3697	5.77
$γ_{1}$	1.1720	1.56
$γ_{2}$	-1.9821	-1.77
$γ_{3}$	2.1766	2.39
$γ_{4}$	-2.5412	-2.24
$γ_{5}$	1.7706	1.53
$γ_{6}$	-0.3244	-0.28
$γ_{7}$	-1.4926	-1.27
$γ_{8}$	2.6944	2.59
$γ_{9}$	-2.8794	-3.15
$γ_{10}$	3.7965	2.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts