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

V-Lab

Sohu.com Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:45.72% (-2.28%)

Analysis last updated: Friday, July 25, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.1148	17.79
$β$	0.7470	39.43
$γ$	-0.0586	-7.74
$λ_{1}$	2.2209	0.59
$λ_{2}$	0.8464	0.58
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts