V-Lab: Cheetah Mobile Inc MF2-GARCH Volatility Analysis

V-Lab

Cheetah Mobile Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:53.06% (-1.92%)

Analysis last updated: Wednesday, June 18, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3371	20.45
$β$	0.4117	18.98
$γ$	-0.1080	-4.33
$λ_{1}$	3.8401	0.38
$λ_{2}$	0.1166	0.39
$λ_{3}$	0.7157	0.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts