JD.com Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.74% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2176 | 12.09 | |
| 0.0339 | 7.95 | |
| 0.9128 | 206.23 | |
| 0.0596 | 5.21 |
Estimation Period:
May 22, 2014 to Feb 6, 2026
May 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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