V-Lab: Autohome Inc MF2-GARCH Volatility Analysis

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Autohome Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:29.69% (+1.04%)

Analysis last updated: Saturday, December 6, 2025 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0883	6.61
$β$	0.4557	14.26
$γ$	0.0141	1.32
$λ_{1}$	0.0488	0.28
$λ_{2}$	0.0332	0.73
$λ_{3}$	0.9609	16.87

Estimation Period:
Dec 11, 2013 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts