V-Lab: Cheetah Mobile Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Cheetah Mobile Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:51.40% (-3.52%)

Analysis last updated: Wednesday, June 18, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.7444	8.18
$α$	0.1375	11.35
$β$	0.8487	45.46
$ν$	3.7173	5.81

Estimation Period:
May 8, 2014 to Jun 18, 2025