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 Tuesday, July 29th, 2025:35.88% (-1.39%)

Analysis last updated: Monday, July 28, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.7983	3.58
$α$	0.0534	25.34
$β$	0.9892	299.13
$ν$	5.2471	4.97

Estimation Period:
May 22, 2014 to Jul 25, 2025