V-Lab: Baozun Inc MF2-GARCH Volatility Analysis

V-Lab

Baozun Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:67.72% (-1.24%)

Analysis last updated: Wednesday, June 18, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0977	14.40
$β$	0.7831	25.16
$γ$	-0.0583	-6.96
$λ_{1}$	9.9522	0.03
$λ_{2}$	0.0431	0.03
$λ_{3}$	0.4536	0.02

Estimation Period:
May 21, 2015 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts