V-Lab: Baidu Inc MF2-GARCH Volatility Analysis

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Baidu Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:44.84% (-1.43%)

Analysis last updated: Tuesday, November 11, 2025 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0469	13.33
$β$	0.7808	59.35
$γ$	0.0745	10.33
$λ_{1}$	0.1112	1.57
$λ_{2}$	0.0347	1.95
$λ_{3}$	0.9522	40.97

Estimation Period:
Aug 8, 2005 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts