V-Lab: Baozun Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Baozun Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:62.63% (-1.69%)

Analysis last updated: Friday, July 25, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.2345	3.80
$α$	0.0379	10.28
$β$	0.9708	104.13
$ν$	4.5396	2.10

Estimation Period:
May 21, 2015 to Jul 25, 2025