V-Lab: Vnet Group Inc GJR-GARCH Volatility Analysis

V-Lab

Vnet Group Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:91.25% (+10.86%)

Analysis last updated: Friday, August 22, 2025 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2499	14.86
$α$	0.0750	12.67
$β$	0.8064	103.90
$γ$	0.1524	9.25

Estimation Period:
Apr 22, 2011 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts