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 Friday, June 20th, 2025:45.57% (+0.23%)

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
$ω$	0.9986	9.72
$α$	0.0969	4.44
$β$	0.8109	22.55
$γ_{1}$	0.0336	2.97
$γ_{2}$	-0.0483	-3.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts