V-Lab: Autohome Inc MF2-GARCH Volatility Analysis

V-Lab

Autohome Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:32.09% (-0.84%)

Analysis last updated: Wednesday, June 18, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0897	6.47
$β$	0.4608	14.33
$γ$	0.0093	0.90
$λ_{1}$	0.0820	0.32
$λ_{2}$	0.0313	0.67
$λ_{3}$	0.9592	14.71

Estimation Period:
Dec 11, 2013 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts