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

V-Lab

Cheetah Mobile Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:56.63% (-2.93%)

Analysis last updated: Tuesday, May 20, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8565	22.55
$α$	0.2911	13.44
$β$	0.6288	47.91
$γ$	-0.1584	-6.46

Estimation Period:
May 8, 2014 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts