V-Lab
Baozun Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:71.45% (-0.10%)
Analysis last updated: Wednesday, May 1, 2024 at 10:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4644 | 8.87 | |
| 0.1680 | 14.54 | |
| 0.8470 | 49.03 | |
| -0.0157 | -1.48 |
Estimation Period:
May 21, 2015 to Apr 26, 2024
May 21, 2015 to Apr 26, 2024