V-Lab
Baozun Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:64.03% (-0.88%)
Analysis last updated: Thursday, May 9, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0799 | 10.25 | |
| 0.7701 | 14.14 | |
| -0.0292 | -3.21 | |
| 10.0000 | 0.01 | |
| 0.0276 | 0.01 | |
| 0.4564 | 0.01 |
Estimation Period:
May 21, 2015 to May 3, 2024
May 21, 2015 to May 3, 2024