Alibaba Group Holding Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:34.39% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0256 | 6.54 | |
| 0.9441 | 159.64 | |
| 0.0317 | 5.40 | |
| 7.2348 | 0.06 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 19, 2014 to Dec 31, 2025
Sep 19, 2014 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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