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

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Sohu.com Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:35.49% (-1.03%)

Analysis last updated: Saturday, December 6, 2025 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.1132	17.85
$β$	0.7451	38.71
$γ$	-0.0561	-7.37
$λ_{1}$	2.1727	0.63
$λ_{2}$	0.8463	0.62
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 12, 2000 to Dec 5, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts