Alibaba Group Holding Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.23% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0243 | 6.50 | |
| 0.9462 | 172.98 | |
| 0.0318 | 5.71 | |
| 7.3858 | 0.07 | |
| 0.0000 | 0.00 | |
| 0.0001 | 0.00 |
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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