Baozun Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:59.61% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1022 | 10.98 | |
| 0.0994 | 9.44 | |
| 0.7627 | 47.79 | |
| -0.0327 | -1.87 |
Estimation Period:
May 21, 2015 to Nov 7, 2025
May 21, 2015 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts