Baozun Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:59.88% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8543 | 11.48 | |
| 0.1005 | 9.59 | |
| 0.7717 | 53.75 | |
| -0.0329 | -1.95 |
Estimation Period:
May 21, 2015 to Feb 20, 2026
May 21, 2015 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts