JD.com Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:37.08% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2335 | 12.15 | |
| 0.0305 | 7.18 | |
| 0.9136 | 199.09 | |
| 0.0616 | 5.26 |
Estimation Period:
May 22, 2014 to Nov 7, 2025
May 22, 2014 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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