Alibaba Group Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.32% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1072 | 5.95 | |
| 0.0263 | 7.75 | |
| 0.9423 | 220.26 | |
| 0.0325 | 3.14 |
Estimation Period:
Sep 19, 2014 to Feb 20, 2026
Sep 19, 2014 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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