V-Lab
Baozun Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 21st, 2025:74.43% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1282 | 8.33 | |
| 0.0723 | 3.34 | |
| 0.7572 | 9.75 | |
| 0.0269 | 1.56 | |
| -0.0347 | -1.61 |
Estimation Period:
May 21, 2015 to May 16, 2025
May 21, 2015 to May 16, 2025
News Impact Curve
Volatility Forecasts
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