Alibaba Group Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.58% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1060 | 5.91 | |
| 0.0264 | 7.73 | |
| 0.9427 | 222.22 | |
| 0.0323 | 3.09 |
Estimation Period:
Sep 19, 2014 to Feb 6, 2026
Sep 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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