V-Lab: Baidu Inc MF2-GARCH Volatility Analysis

V-Lab

Baidu Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:41.09% (+0.54%)

Analysis last updated: Wednesday, June 18, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0294	9.29
$β$	0.7318	47.59
$γ$	0.1109	14.90
$λ_{1}$	0.2631	0.79
$λ_{2}$	0.0815	1.12
$λ_{3}$	0.8874	8.32

Estimation Period:
Aug 8, 2005 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts