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

V-Lab

Cheetah Mobile Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:68.20% (+5.04%)

Analysis last updated: Friday, August 22, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3330	20.75
$β$	0.4177	19.27
$γ$	-0.1116	-4.63
$λ_{1}$	3.6891	0.37
$λ_{2}$	0.1056	0.38
$λ_{3}$	0.7331	1.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts