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

V-Lab

Alibaba Group Holding Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:36.20% (+0.68%)

Analysis last updated: Friday, August 22, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0224	7.74
$β$	0.9464	91.37
$γ$	0.0345	5.30
$λ_{1}$	7.0710	0.01
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0001	0.00

Estimation Period:
Sep 19, 2014 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts