Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.76% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5625 | 11.52 | |
| 0.0615 | 6.04 | |
| 0.7669 | 47.14 | |
| 0.0471 | 1.85 |
Estimation Period:
Mar 23, 2021 to Feb 13, 2026
Mar 23, 2021 to Feb 13, 2026
News Impact Curve
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