Autohome Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:30.48% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 4.54 | |
| 0.0128 | 8.33 | |
| 0.9782 | 749.02 | |
| 0.0126 | 4.14 |
Estimation Period:
Dec 11, 2013 to Dec 31, 2025
Dec 11, 2013 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts