V-Lab: JD.com Inc Asy. MEM Volatility Analysis

V-Lab

JD.com Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:33.40% (-0.45%)

Analysis last updated: Wednesday, June 18, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5909	21.18
$α$	0.2131	24.50
$β$	0.6923	99.55
$γ$	0.0579	3.76

Estimation Period:
May 22, 2014 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts