V-Lab
Baozun Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:84.59% (-4.66%)
Analysis last updated: Tuesday, May 14, 2024 at 09:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0631 | 9.22 | |
| 0.0811 | 3.31 | |
| 0.7008 | 8.31 | |
| 0.0119 | 1.31 |
Estimation Period:
May 21, 2015 to May 10, 2024
May 21, 2015 to May 10, 2024