V-Lab: JD.com Inc MF2-GARCH Volatility Analysis

V-Lab

JD.com Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:40.79% (+0.59%)

Analysis last updated: Wednesday, June 18, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0348	6.39
$β$	0.7988	47.48
$γ$	0.0805	10.05
$λ_{1}$	1.4182	0.35
$λ_{2}$	0.3586	0.34
$λ_{3}$	0.4867	0.32

Estimation Period:
May 22, 2014 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts