Autohome Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.65% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 4.52 | |
| 0.0128 | 8.37 | |
| 0.9783 | 763.73 | |
| 0.0125 | 4.18 |
Estimation Period:
Dec 11, 2013 to Feb 6, 2026
Dec 11, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts