V-Lab: Cheetah Mobile Inc GJR-GARCH Volatility Analysis

V-Lab

Cheetah Mobile Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:85.40% (-6.60%)

Analysis last updated: Friday, July 25, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6857	22.26
$α$	0.2826	13.49
$β$	0.6413	49.34
$γ$	-0.1544	-6.53

Estimation Period:
May 8, 2014 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts