Baozun Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:60.88% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1046 | 15.94 | |
| 0.7708 | 19.73 | |
| -0.0662 | -6.52 | |
| 10.0000 | 0.04 | |
| 0.0934 | 0.03 | |
| 0.3849 | 0.02 |
Estimation Period:
May 21, 2015 to Feb 6, 2026
May 21, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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