Baozun Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.13% (+4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9034 | 11.42 | |
| 0.1007 | 9.60 | |
| 0.7696 | 52.56 | |
| -0.0335 | -1.97 |
Estimation Period:
May 21, 2015 to Feb 6, 2026
May 21, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts