V-Lab: Alibaba Group Holding Ltd MF2-GARCH Volatility Analysis

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Alibaba Group Holding Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:45.72% (+2.72%)

Analysis last updated: Tuesday, November 11, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0578	8.58
$β$	0.6994	23.91
$γ$	0.0656	6.35
$λ_{1}$	0.0338	0.49
$λ_{2}$	0.0165	1.19
$λ_{3}$	0.9787	50.85

Estimation Period:
Sep 19, 2014 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts