V-Lab: Vnet Group Inc MF2-GARCH Volatility Analysis

V-Lab

Vnet Group Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:91.51% (-2.95%)

Analysis last updated: Wednesday, June 18, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0779	9.45
$β$	0.4914	25.20
$γ$	0.2724	15.13
$λ_{1}$	0.0661	1.06
$λ_{2}$	0.0173	1.88
$λ_{3}$	0.9805	100.00

Estimation Period:
Apr 22, 2011 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts