Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:44.62% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1456 | 11.64 | |
| 0.0389 | 17.26 | |
| 0.9444 | 321.35 | |
| 0.0017 | 0.28 |
Estimation Period:
Aug 8, 2005 to Dec 31, 2025
Aug 8, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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