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

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Cheetah Mobile Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:60.81% (-2.41%)

Analysis last updated: Tuesday, November 11, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3185	21.31
$β$	0.4541	20.82
$γ$	-0.1174	-5.33
$λ_{1}$	3.7295	0.35
$λ_{2}$	0.1051	0.36
$λ_{3}$	0.7328	0.98

Estimation Period:
May 8, 2014 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts