Alibaba Group Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:33.87% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1097 | 6.01 | |
| 0.0274 | 7.62 | |
| 0.9408 | 213.57 | |
| 0.0322 | 3.02 |
Estimation Period:
Sep 19, 2014 to Dec 31, 2025
Sep 19, 2014 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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