Baozun Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.23% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.8180 | 8.71 | |
| 0.1188 | 6.74 | |
| 0.8549 | 49.09 | |
| 5.1965 | 2.33 |
Estimation Period:
Sep 29, 2020 to Feb 13, 2026
Sep 29, 2020 to Feb 13, 2026
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