V-Lab: Baozun Inc MF2-GARCH Volatility Analysis

V-Lab

Baozun Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:64.80% (-1.82%)

Analysis last updated: Friday, July 25, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0973	15.13
$β$	0.7804	17.75
$γ$	-0.0593	-6.22
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.0535	0.02
$λ_{3}$	0.4367	0.02

Estimation Period:
May 21, 2015 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts