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 8th, 2025:34.75% (-1.21%)

Analysis last updated: Saturday, December 6, 2025 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6681	4.51
$α$	0.0783	5.44
$β$	0.8623	35.97
$γ_{1}$	-0.0683	-1.40
$γ_{2}$	0.1531	2.19
$γ_{3}$	-0.1503	-3.88
$γ_{4}$	0.1565	4.26
$γ_{5}$	-0.1906	-3.94
$γ_{6}$	0.1443	3.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts