V-Lab: Sohu.com Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Sohu.com Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:34.65% (+0.39%)

Analysis last updated: Friday, May 3, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	58.9517	8.88
$α$	0.0477	74.61
$β$	0.9990	9336.45
$ν$	4	57.65

Estimation Period:
Jul 12, 2000 to May 3, 2024