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

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JD.com Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:32.08% (-0.39%)

Analysis last updated: Friday, December 5, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0360	7.16
$β$	0.7966	51.01
$γ$	0.0798	10.54
$λ_{1}$	1.4294	0.41
$λ_{2}$	0.3925	0.41
$λ_{3}$	0.4456	0.33

Estimation Period:
May 22, 2014 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts