V-Lab: Sohu.com Ltd GJR-GARCH Volatility Analysis

V-Lab

Sohu.com Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:46.07% (-0.39%)

Analysis last updated: Friday, July 25, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0934	10.68
$α$	0.0409	11.32
$β$	0.9582	334.20
$γ$	-0.0093	-2.11

Estimation Period:
Jul 12, 2000 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts