V-Lab: Baozun Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Baozun Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:75.56% (+2.35%)

Analysis last updated: Thursday, May 2, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1681	8.67
$α$	0.0788	3.21
$β$	0.6893	7.27
$γ_{1}$	0.0405	1.88
$γ_{2}$	-0.0519	-1.91

Estimation Period:
May 21, 2015 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts