Alibaba Group Hldg EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.77% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0986 | 8.43 | |
| 0.1947 | 14.08 | |
| 0.9586 | 193.47 | |
| -0.0406 | -2.96 |
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Nov 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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