V-Lab: Baozun Inc MF2-GARCH Volatility Analysis

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Baozun Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:59.79% (-0.42%)

Analysis last updated: Tuesday, November 11, 2025 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1039	16.05
$β$	0.7722	18.68
$γ$	-0.0635	-6.58
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.0513	0.02
$λ_{3}$	0.4369	0.02

Estimation Period:
May 21, 2015 to Nov 7, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts