Baozun Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:64.87% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0468 | 11.13 | |
| 0.1000 | 9.49 | |
| 0.7648 | 49.18 | |
| -0.0338 | -1.96 |
Estimation Period:
May 21, 2015 to Dec 5, 2025
May 21, 2015 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts