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

Skip to main content

V-Lab

Autohome Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:30.91% (-2.43%)

Analysis last updated: Tuesday, November 11, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9240	7.00
$α$	0.0867	3.43
$β$	0.4341	3.13
$γ_{1}$	0.5018	1.62
$γ_{2}$	-0.6692	-1.42
$γ_{3}$	0.5257	1.61
$γ_{4}$	-0.5122	-1.77
$γ_{5}$	0.0045	0.02
$γ_{6}$	0.5948	2.07
$γ_{7}$	-1.2265	-4.29
$γ_{8}$	1.2644	4.43
$γ_{9}$	-0.5030	-2.55

Estimation Period:
Dec 11, 2013 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts