Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.21% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1292 | 11.72 | |
| 0.0358 | 17.01 | |
| 0.9494 | 357.33 | |
| 0.0016 | 0.29 |
Estimation Period:
Aug 8, 2005 to Feb 6, 2026
Aug 8, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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