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

V-Lab

Vnet Group Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:111.32% (-1.06%)

Analysis last updated: Friday, August 22, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0771	9.59
$β$	0.5009	26.43
$γ$	0.2690	15.39
$λ_{1}$	0.0834	1.16
$λ_{2}$	0.0204	1.87
$λ_{3}$	0.9768	82.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts