V-Lab: JD.com Inc GJR-GARCH Volatility Analysis

V-Lab

JD.com Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:33.63% (-0.03%)

Analysis last updated: Friday, August 22, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2291	11.89
$α$	0.0302	7.07
$β$	0.9145	198.29
$γ$	0.0618	5.27

Estimation Period:
May 22, 2014 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts