V-Lab: Baozun Inc GJR-GARCH Volatility Analysis

V-Lab

Baozun Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:69.27% (-1.14%)

Analysis last updated: Wednesday, June 18, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0709	10.63
$α$	0.0936	8.80
$β$	0.7700	47.98
$γ$	-0.0300	-1.72

Estimation Period:
May 21, 2015 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts