Alibaba Group Hldg GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.93% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3467 | 9.16 | |
| 0.0645 | 10.42 | |
| 0.8717 | 100.96 | |
| 0.0656 | 3.69 |
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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