V-Lab: Baidu Inc MF2-GARCH Volatility Analysis

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Baidu Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:48.43% (+3.10%)

Analysis last updated: Friday, December 5, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0456	13.02
$β$	0.7787	58.71
$γ$	0.0763	10.59
$λ_{1}$	0.1155	1.52
$λ_{2}$	0.0361	1.92
$λ_{3}$	0.9504	38.60

Estimation Period:
Aug 8, 2005 to Dec 5, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts