V-Lab: Autohome Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Autohome Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:36.40% (+0.26%)

Analysis last updated: Tuesday, May 20, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8348	6.41
$α$	0.0744	3.04
$β$	0.4398	2.71
$γ_{1}$	0.4393	0.94
$γ_{2}$	-0.4856	-0.69
$γ_{3}$	0.1781	0.38
$γ_{4}$	0.0812	0.19
$γ_{5}$	-0.4752	-1.06
$γ_{6}$	0.1828	0.40
$γ_{7}$	0.7143	1.64
$γ_{8}$	-1.8711	-4.58
$γ_{9}$	2.1534	5.70
$γ_{10}$	-1.0931	-4.25

Estimation Period:
Dec 11, 2013 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts