V-Lab: Sohu.com Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sohu.com Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:31.86% (+0.49%)

Analysis last updated: Saturday, December 13, 2025 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6730	4.51
$α$	0.0787	5.46
$β$	0.8614	35.88
$γ_{1}$	-0.0676	-1.39
$γ_{2}$	0.1521	2.18
$γ_{3}$	-0.1497	-3.87
$γ_{4}$	0.1562	4.28
$γ_{5}$	-0.1909	-3.98
$γ_{6}$	0.1452	3.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts