V-Lab: Baozun Inc MF2-GARCH Volatility Analysis

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Baozun Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:64.30% (+2.27%)

Analysis last updated: Friday, December 5, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1050	16.31
$β$	0.7739	19.40
$γ$	-0.0648	-6.74
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.0504	0.02
$λ_{3}$	0.4358	0.02

Estimation Period:
May 21, 2015 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts