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	param	t-stat
$m$	56
$α$	0.1060	16.39
$β$	0.7728	19.90
$γ$	-0.0662	-6.75
$λ_{1}$	10.0000	0.03
$λ_{2}$	0.0685	0.03
$λ_{3}$	0.4138	0.02

V-Lab

Baozun Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:58.04% (+0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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