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

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JD.com Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:35.80% (-0.80%)

Analysis last updated: Tuesday, November 11, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0340	6.65
$β$	0.7992	50.80
$γ$	0.0807	10.55
$λ_{1}$	1.5035	0.39
$λ_{2}$	0.3952	0.39
$λ_{3}$	0.4366	0.30

Estimation Period:
May 22, 2014 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts