V-Lab: Baozun Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Baozun Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:77.81% (-3.31%)

Analysis last updated: Wednesday, May 15, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1665	8.66
$α$	0.0789	3.22
$β$	0.6906	7.36
$γ_{1}$	0.0392	1.84
$γ_{2}$	-0.0501	-1.86

Estimation Period:
May 21, 2015 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts