V-Lab: Sohu.com Ltd MF2-GARCH Volatility Analysis

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V-Lab

Sohu.com Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:37.79% (+1.07%)

Analysis last updated: Thursday, May 9, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.2426	10.89
$β$	0.2170	9.17
$γ$	-0.1764	-9.46
$λ_{1}$	1.0436	0.39
$λ_{2}$	0.4383	0.47
$λ_{3}$	0.4865	0.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts