Alibaba Group Holding Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.20% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7529 | 5.82 | |
| 0.0816 | 3.26 | |
| 0.6822 | 7.36 | |
| -0.4404 | -1.22 | |
| 0.8051 | 1.53 | |
| -0.5846 | -2.12 | |
| 0.3812 | 1.66 | |
| 0.0472 | 0.16 | |
| -0.9471 | -2.74 | |
| 1.3938 | 4.78 | |
| -0.8721 | -4.59 |
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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