Alibaba Group Hldg MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.45% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0770 | 4.41 | |
| 0.9379 | 35.64 | |
| -0.0770 | -6.01 | |
| 4.0182 | 0.02 | |
| 0.2826 | 0.02 | |
| 0.1762 | 0.00 |
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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