V-Lab: Baidu Inc MF2-GARCH Volatility Analysis

V-Lab

Baidu Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:43.83% (-1.29%)

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
$m$	66
$α$	0.0282	8.94
$β$	0.7254	46.53
$γ$	0.1143	15.29
$λ_{1}$	0.2630	0.75
$λ_{2}$	0.0829	1.09
$λ_{3}$	0.8864	7.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts