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

V-Lab

Autohome Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:37.59% (+0.08%)

Analysis last updated: Tuesday, May 20, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.1561	3.79
$α$	0.0353	23.59
$β$	0.9934	664.50
$ν$	5.0821	5.43

Estimation Period:
Dec 11, 2013 to May 16, 2025