V-Lab: JD.com Inc GAS-GARCH Student T Volatility Analysis

V-Lab

JD.com Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:39.10% (+0.21%)

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
$ω$	10.9317	3.58
$α$	0.0535	25.46
$β$	0.9893	303.20
$ν$	5.2206	5.08

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