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

V-Lab

Sohu.com Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:46.95% (-0.75%)

Analysis last updated: Friday, August 22, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0925	10.64
$α$	0.0406	11.30
$β$	0.9585	337.02
$γ$	-0.0092	-2.11

Estimation Period:
Jul 12, 2000 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts