V-Lab: JD.com Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

JD.com Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:45.10% (-0.85%)

Analysis last updated: Friday, July 25, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9925	9.46
$α$	0.0967	4.50
$β$	0.8157	23.67
$γ_{1}$	0.0307	2.72
$γ_{2}$	-0.0442	-3.09

Estimation Period:
May 22, 2014 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts