Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:48.76% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1481 | 11.63 | |
| 0.0394 | 17.30 | |
| 0.9437 | 316.56 | |
| 0.0018 | 0.29 |
Estimation Period:
Aug 8, 2005 to Nov 7, 2025
Aug 8, 2005 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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