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

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Vnet Group Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:76.24% (-3.26%)

Analysis last updated: Tuesday, November 11, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0746	9.30
$β$	0.4990	26.17
$γ$	0.2693	15.60
$λ_{1}$	0.0889	1.18
$λ_{2}$	0.0208	1.82
$λ_{3}$	0.9760	78.05

Estimation Period:
Apr 22, 2011 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts