Baozun Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
64.44%
decreased by 1.73%
1 Week
65.79%
decreased by 0.38%
1 Month
68.44%
increased by 2.27%
Analysis last updated: Tuesday, April 28, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1045 | 15.50 | |
| 0.7680 | 19.52 | |
| -0.0660 | -6.25 | |
| 10.0000 | 0.04 | |
| 0.1017 | 0.04 | |
| 0.3762 | 0.02 |
Estimation Period:
May 21, 2015 to Apr 24, 2026
May 21, 2015 to Apr 24, 2026
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