JD.com Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:29.41% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2236 | 12.07 | |
| 0.0347 | 7.98 | |
| 0.9112 | 201.29 | |
| 0.0599 | 5.14 |
Estimation Period:
May 22, 2014 to Dec 31, 2025
May 22, 2014 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts