Alibaba Group Hldg GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.33% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1530 | 3.63 | |
| 0.0681 | 8.64 | |
| 0.9420 | 70.19 | |
| -0.0681 | -8.00 |
Estimation Period:
Jun 19, 2023 to Feb 6, 2026
Jun 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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