Alibaba Group Hldg GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.34% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8804 | 4.78 | |
| 0.0596 | 13.81 | |
| 0.9724 | 183.15 | |
| 5.7705 | 2.28 |
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Nov 26, 2019 to Feb 6, 2026
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