Alibaba Group Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:39.92% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1026 | 5.74 | |
| 0.0259 | 7.49 | |
| 0.9438 | 223.55 | |
| 0.0313 | 2.97 |
Estimation Period:
Sep 19, 2014 to Dec 5, 2025
Sep 19, 2014 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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