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

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V-Lab

Cheetah Mobile Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:69.56% (-2.03%)

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
$ω$	1.3632	4.61
$α$	0.2600	4.56
$β$	0.4317	7.16
$γ_{1}$	-0.2451	-0.63
$γ_{2}$	0.7701	1.25
$γ_{3}$	-0.9244	-1.69
$γ_{4}$	0.7937	1.43
$γ_{5}$	-0.8859	-1.74
$γ_{6}$	0.8753	1.93
$γ_{7}$	-0.4571	-1.39
$γ_{8}$	0.0153	0.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts