V-Lab
V-Lab
Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 28th, 2025:44.84% (-0.83%)
Analysis last updated: Friday, July 25, 2025 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Baidu Inc GJR-GARCH
paramt-stat
ω0.137411.64
α0.036117.13
β0.9468336.58
γ0.00430.72
Estimation Period:
Aug 8, 2005 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts