Baozun Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.86% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0947 | 11.00 | |
| 0.7958 | 39.99 | |
| -0.0403 | -2.20 | |
| 10.0000 | 0.10 | |
| 0.4283 | 0.10 | |
| 0.0808 | 0.01 |
Estimation Period:
Sep 29, 2020 to Feb 6, 2026
Sep 29, 2020 to Feb 6, 2026
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