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

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V-Lab

Autohome Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:29.53% (+1.10%)

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
$ω$	1.8843	7.39
$α$	0.0855	3.35
$β$	0.4400	3.18
$γ_{1}$	0.3593	1.66
$γ_{2}$	-0.4421	-1.34
$γ_{3}$	0.4078	1.66
$γ_{4}$	-0.7121	-3.20
$γ_{5}$	0.8223	3.79
$γ_{6}$	-0.9878	-4.49
$γ_{7}$	0.7918	4.05
$γ_{8}$	-0.1842	-1.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts