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

V-Lab

Cheetah Mobile Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:70.79% (+3.18%)

Analysis last updated: Friday, August 22, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6606	22.21
$α$	0.2815	13.47
$β$	0.6430	49.57
$γ$	-0.1548	-6.59

Estimation Period:
May 8, 2014 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts