V-Lab: Baidu Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Baidu Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:41.17% (+1.46%)

Analysis last updated: Friday, August 22, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	27.3883	7.76
$α$	0.0467	64.26
$β$	0.9983	4,917.63
$ν$	3.9833	40.07

Estimation Period:
Aug 8, 2005 to Aug 22, 2025