V-Lab: Baidu Inc GJR-GARCH Volatility Analysis

V-Lab

Baidu Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:43.41% (-0.76%)

Analysis last updated: Tuesday, May 20, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1299	11.61
$α$	0.0346	17.04
$β$	0.9488	350.10
$γ$	0.0052	0.90

Estimation Period:
Aug 8, 2005 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts