Alibaba Group Holding Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.92% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7488 | 5.93 | |
| 0.0803 | 3.25 | |
| 0.6687 | 6.88 | |
| -0.4571 | -1.29 | |
| 0.8311 | 1.60 | |
| -0.5934 | -2.19 | |
| 0.3669 | 1.62 | |
| 0.0932 | 0.31 | |
| -1.0508 | -2.99 | |
| 1.6328 | 4.82 | |
| -1.5084 | -3.48 |
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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