Baozun Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.72% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1943 | 8.51 | |
| 0.0807 | 3.74 | |
| 0.7558 | 9.61 | |
| 0.0395 | 2.17 | |
| -0.0872 | -2.67 |
Estimation Period:
May 21, 2015 to Feb 13, 2026
May 21, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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