Alibaba Group Holding Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.48% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2040 | 3.13 | |
| 0.0516 | 15.80 | |
| 0.9875 | 244.07 | |
| 4.7811 | 4.61 |
Estimation Period:
Sep 19, 2014 to Feb 6, 2026
Sep 19, 2014 to Feb 6, 2026
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