Alibaba Group Hldg MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.77% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0519 | 7.54 | |
| 0.7113 | 39.91 | |
| 0.1138 | 7.97 | |
| 2.3386 | 0.25 | |
| 0.4847 | 0.26 | |
| 0.2844 | 0.10 |
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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