V-Lab
Alibaba Group Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:33.04% (+0.50%)
Analysis last updated: Tuesday, April 30, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 3.00 | |
| 0.0036 | 1.84 | |
| 0.9609 | 337.50 | |
| 0.0502 | 4.38 |
Estimation Period:
Sep 19, 2014 to Apr 26, 2024
Sep 19, 2014 to Apr 26, 2024
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