V-Lab: Alibaba Group Holding Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Alibaba Group Holding Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:44.92% (-0.86%)

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
$ω$	0.7518	5.91
$α$	0.0790	3.20
$β$	0.6829	7.19
$γ_{1}$	-0.4604	-1.29
$γ_{2}$	0.8317	1.62
$γ_{3}$	-0.5778	-2.15
$γ_{4}$	0.3234	1.27
$γ_{5}$	0.1750	0.52
$γ_{6}$	-1.0920	-2.93
$γ_{7}$	1.4528	4.69
$γ_{8}$	-0.8581	-4.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts