Baozun Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.76% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0358 | 7.55 | |
| 0.1056 | 6.37 | |
| 0.7626 | 31.88 | |
| -0.0330 | -1.31 |
Estimation Period:
Sep 29, 2020 to Feb 6, 2026
Sep 29, 2020 to Feb 6, 2026
News Impact Curve
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