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

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V-Lab

Sohu.com Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:36.87% (+0.41%)

Analysis last updated: Thursday, May 2, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1469	3.98
$α$	0.0726	5.40
$β$	0.8310	25.26
$γ_{1}$	0.1409	0.96
$γ_{2}$	-0.3094	-1.57
$γ_{3}$	0.4525	3.58
$γ_{4}$	-0.5020	-3.64
$γ_{5}$	0.3554	2.61
$γ_{6}$	-0.2732	-2.21
$γ_{7}$	0.3129	2.49
$γ_{8}$	-0.1892	-1.39
$γ_{9}$	-0.2186	-1.59
$γ_{10}$	0.4787	2.41

Estimation Period:
Jul 12, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts