Baozun Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:59.03% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3794 | 9.21 | |
| 0.1731 | 15.85 | |
| 0.8752 | 63.64 | |
| 0.0138 | 1.34 |
Estimation Period:
May 21, 2015 to Feb 20, 2026
May 21, 2015 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts