V-Lab: Autohome Inc MF2-GARCH Volatility Analysis

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Autohome Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:28.74% (+0.41%)

Analysis last updated: Saturday, December 13, 2025 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0878	6.63
$β$	0.4569	14.35
$γ$	0.0150	1.41
$λ_{1}$	0.0463	0.28
$λ_{2}$	0.0330	0.73
$λ_{3}$	0.9613	17.23

Estimation Period:
Dec 11, 2013 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts