V-Lab
Baozun Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:79.72% (+2.28%)
Analysis last updated: Thursday, May 2, 2024 at 09:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0676 | 9.28 | |
| 0.0809 | 3.30 | |
| 0.6976 | 8.12 | |
| 0.0131 | 1.43 |
Estimation Period:
May 21, 2015 to Apr 26, 2024
May 21, 2015 to Apr 26, 2024