Baozun Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:60.60% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9154 | 21.20 | |
| 0.1175 | 20.50 | |
| 0.6359 | 56.62 | |
| -0.2630 | -1.27 |
Estimation Period:
May 21, 2015 to Feb 20, 2026
May 21, 2015 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts