V-Lab: Alibaba Group Holding Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Alibaba Group Holding Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.20% (-0.60%)

Analysis last updated: Wednesday, May 15, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0440	4.84
$α$	0.0285	9.17
$β$	0.9616	316.53
$γ$	0.7253	8.59
$δ$	1.3797	12.61

Estimation Period:
Sep 19, 2014 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts