Alibaba Group Hldg Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.49% (+2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5724 | 4.77 | |
| 0.1090 | 2.70 | |
| 0.6694 | 6.17 | |
| -0.8848 | -1.24 | |
| 1.6608 | 1.68 | |
| -2.0945 | -3.65 | |
| 1.8744 | 3.34 | |
| 0.2772 | 0.41 | |
| -2.8733 | -2.24 |
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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