V-Lab: Sohu.com Ltd MF2-GARCH Volatility Analysis

V-Lab

Sohu.com Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:45.46% (-1.04%)

Analysis last updated: Wednesday, June 18, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.1161	17.85
$β$	0.7482	40.30
$γ$	-0.0602	-7.98
$λ_{1}$	2.2136	0.60
$λ_{2}$	0.8483	0.59
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 12, 2000 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts