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Alibaba Group Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:43.51% (+0.74%)
Analysis last updated: Tuesday, November 11, 2025 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Alibaba Group Holding Ltd GJR-GARCH
paramt-stat
ω0.10125.65
α0.02597.49
β0.9443224.51
γ0.03122.96
Estimation Period:
Sep 19, 2014 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts