Baozun Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:59.45% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9631 | 11.29 | |
| 0.1013 | 9.61 | |
| 0.7672 | 51.10 | |
| -0.0342 | -2.00 |
Estimation Period:
May 21, 2015 to Dec 31, 2025
May 21, 2015 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts