Baidu Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.36% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 11.83 | |
| 0.0919 | 19.50 | |
| 0.9877 | 858.91 | |
| -0.0055 | -0.96 |
Estimation Period:
Aug 8, 2005 to Feb 6, 2026
Aug 8, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts