Autohome Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:30.36% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 4.93 | |
| 0.0127 | 8.11 | |
| 0.9777 | 710.57 | |
| 0.0132 | 4.19 |
Estimation Period:
Dec 11, 2013 to Nov 7, 2025
Dec 11, 2013 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts