Vipshop Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.12% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3691 | 11.14 | |
| 0.0299 | 9.03 | |
| 0.9425 | 244.56 | |
| 0.0005 | 0.10 |
Estimation Period:
Mar 23, 2012 to Feb 6, 2026
Mar 23, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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