V-Lab: Alibaba Group Holding Ltd GJR-GARCH Volatility Analysis

V-Lab

Alibaba Group Holding Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:53.10% (-1.05%)

Analysis last updated: Tuesday, May 20, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0906	4.93
$α$	0.0225	6.27
$β$	0.9479	227.64
$γ$	0.0334	3.12

Estimation Period:
Sep 19, 2014 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts