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 Monday, December 8th, 2025:40.41% (-0.77%)

Analysis last updated: Saturday, December 6, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0241	6.10
$β$	0.9475	180.99
$γ$	0.0306	5.46
$λ_{1}$	7.3477	0.07
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0010	0.00

Estimation Period:
Sep 19, 2014 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts