Baozun Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.62% (+3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1911 | 8.51 | |
| 0.0807 | 3.74 | |
| 0.7548 | 9.54 | |
| 0.0390 | 2.13 | |
| -0.0849 | -2.58 |
Estimation Period:
May 21, 2015 to Feb 6, 2026
May 21, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts