V-Lab
V-Lab
Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:39.70% (-0.20%)

Analysis last updated: Wednesday, April 17, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Baidu Inc GJR-GARCH
paramt-stat
ω0.129411.35
α0.034116.92
β0.9476342.34
γ0.00921.50
Estimation Period:
Aug 8, 2005 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts