V-Lab
Sohu.com Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:38.28% (-0.15%)
Analysis last updated: Friday, May 3, 2024 at 09:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 11.88 | |
| 0.0243 | 16.30 | |
| 0.9729 | 835.07 | |
| -0.0021 | -0.73 |
Estimation Period:
Jul 12, 2000 to May 3, 2024
Jul 12, 2000 to May 3, 2024