Baozun Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:60.07% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8730 | 11.45 | |
| 0.1005 | 9.58 | |
| 0.7710 | 53.29 | |
| -0.0331 | -1.96 |
Estimation Period:
May 21, 2015 to Feb 13, 2026
May 21, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts