Autohome Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:28.57% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 4.42 | |
| 0.0129 | 8.37 | |
| 0.9782 | 749.00 | |
| 0.0126 | 4.13 |
Estimation Period:
Dec 11, 2013 to Dec 12, 2025
Dec 11, 2013 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts