V-Lab: Baidu Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Baidu Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:39.43% (+0.95%)

Analysis last updated: Monday, April 22, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.7528	8.33
$α$	0.0469	63.15
$β$	0.9986	5908.66
$ν$	4	41.44

Estimation Period:
Aug 8, 2005 to Apr 19, 2024