Baozun Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:59.04% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1047 | 15.69 | |
| 0.7751 | 28.08 | |
| -0.0641 | -7.51 | |
| 8.8265 | 0.06 | |
| 0.0752 | 0.05 | |
| 0.4644 | 0.05 |
Estimation Period:
May 21, 2015 to Feb 13, 2026
May 21, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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