V-Lab: Cheetah Mobile Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Cheetah Mobile Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:88.67% (+3.88%)

Analysis last updated: Friday, July 25, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5616	4.71
$α$	0.2556	4.40
$β$	0.4119	6.22
$γ_{1}$	0.4454	0.70
$γ_{2}$	-0.6689	-0.70
$γ_{3}$	1.0325	1.60
$γ_{4}$	-1.8524	-2.53
$γ_{5}$	2.2029	2.24
$γ_{6}$	-2.3765	-2.43
$γ_{7}$	2.0586	2.57
$γ_{8}$	-1.2128	-1.91
$γ_{9}$	0.6810	1.24
$γ_{10}$	-0.5196	-1.33

Estimation Period:
May 8, 2014 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts