V-Lab: Baozun Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Baozun Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:72.92% (+0.48%)

Analysis last updated: Friday, May 3, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	20.3212	3.29
$α$	0.0350	10.62
$β$	0.9776	116.74
$ν$	5	2.10

Estimation Period:
May 21, 2015 to May 3, 2024