V-Lab
Alibaba Group Holding Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:35.65% (+3.86%)
Analysis last updated: Thursday, May 2, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 5.05 | |
| 0.0295 | 12.55 | |
| 0.9610 | 279.37 |
Estimation Period:
Sep 19, 2014 to Apr 26, 2024
Sep 19, 2014 to Apr 26, 2024
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