V-Lab: Autohome Inc MF2-GARCH Volatility Analysis

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Autohome Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:30.67% (-2.51%)

Analysis last updated: Tuesday, November 11, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0886	6.60
$β$	0.4563	14.20
$γ$	0.0138	1.30
$λ_{1}$	0.0554	0.29
$λ_{2}$	0.0337	0.72
$λ_{3}$	0.9597	16.07

Estimation Period:
Dec 11, 2013 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts