Alibaba Group Holding Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:31.88% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0194 | 3.15 | |
| 0.0525 | 15.42 | |
| 0.9869 | 231.72 | |
| 4.7907 | 4.50 |
Estimation Period:
Sep 19, 2014 to Dec 31, 2025
Sep 19, 2014 to Dec 31, 2025
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