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, August 25th, 2025:79.20% (+3.03%)

Analysis last updated: Friday, August 22, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5534	4.71
$α$	0.2541	4.46
$β$	0.4161	6.28
$γ_{1}$	0.4005	0.64
$γ_{2}$	-0.5782	-0.61
$γ_{3}$	0.9292	1.45
$γ_{4}$	-1.7421	-2.46
$γ_{5}$	2.1073	2.18
$γ_{6}$	-2.3136	-2.38
$γ_{7}$	2.0328	2.55
$γ_{8}$	-1.1650	-1.87
$γ_{9}$	0.5504	1.01
$γ_{10}$	-0.3801	-0.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts