Baozun Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.02% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.7083 | 4.99 | |
| 0.0495 | 10.00 | |
| 0.9571 | 96.34 | |
| 4.6379 | 2.34 |
Estimation Period:
May 21, 2015 to Feb 13, 2026
May 21, 2015 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on Depositary Receipts