JD.com Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:32.97% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2320 | 12.15 | |
| 0.0320 | 7.46 | |
| 0.9127 | 198.76 | |
| 0.0604 | 5.16 |
Estimation Period:
May 22, 2014 to Dec 5, 2025
May 22, 2014 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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