Baozun Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:52.62% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.8525 | 5.24 | |
| 0.0518 | 9.77 | |
| 0.9525 | 90.23 | |
| 4.6167 | 2.36 |
Estimation Period:
May 21, 2015 to Dec 31, 2025
May 21, 2015 to Dec 31, 2025
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