Baidu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:50.14% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1440 | 11.64 | |
| 0.0387 | 17.25 | |
| 0.9449 | 324.58 | |
| 0.0018 | 0.29 |
Estimation Period:
Aug 8, 2005 to Dec 5, 2025
Aug 8, 2005 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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