V-Lab: Autohome Inc GJR-GARCH Volatility Analysis

V-Lab

Autohome Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:30.68% (-0.20%)

Analysis last updated: Friday, July 25, 2025 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0320	5.57
$α$	0.0125	7.68
$β$	0.9773	662.13
$γ$	0.0127	3.96

Estimation Period:
Dec 11, 2013 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts