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

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Sohu.com Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:32.21% (-0.45%)

Analysis last updated: Tuesday, November 11, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9296	3.44
$α$	0.0872	5.59
$β$	0.8326	32.18
$γ_{1}$	0.0082	0.05
$γ_{2}$	-0.0751	-0.37
$γ_{3}$	0.2316	2.02
$γ_{4}$	-0.2595	-2.09
$γ_{5}$	0.1250	0.88
$γ_{6}$	-0.0832	-0.59
$γ_{7}$	0.2674	1.89
$γ_{8}$	-0.4923	-3.35
$γ_{9}$	0.3757	2.53
$γ_{10}$	-0.0801	-0.76

Estimation Period:
Jul 12, 2000 to Nov 7, 2025

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