Vipshop Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.01% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7691 | 3.53 | |
| 0.0683 | 3.01 | |
| 0.6047 | 6.19 | |
| -0.7524 | -1.58 | |
| 1.0609 | 1.51 | |
| -0.6893 | -1.27 | |
| 0.9907 | 2.09 | |
| -1.1707 | -2.58 | |
| 0.9476 | 1.81 | |
| -0.5668 | -1.30 | |
| -0.0312 | -0.09 | |
| 0.5143 | 1.52 | |
| -0.6900 | -1.27 |
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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