V-Lab: Alibaba Group Holding Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Alibaba Group Holding Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:33.95% (-2.94%)

Analysis last updated: Friday, May 3, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9106	8.67
$α$	0.0791	2.90
$β$	0.7267	8.62
$γ_{1}$	0.0651	0.80
$γ_{2}$	-0.0531	-0.42
$γ_{3}$	0.0920	0.79
$γ_{4}$	-0.5527	-3.36

Estimation Period:
Sep 19, 2014 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts