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

V-Lab

Alibaba Group Holding Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:44.94% (+3.43%)

Analysis last updated: Friday, August 22, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7824	6.01
$α$	0.0834	3.27
$β$	0.6821	7.40
$γ_{1}$	-0.4251	-1.07
$γ_{2}$	0.6882	1.16
$γ_{3}$	-0.2815	-0.51
$γ_{4}$	-0.0290	-0.05
$γ_{5}$	0.1711	0.38
$γ_{6}$	0.1588	0.41
$γ_{7}$	-1.3039	-2.84
$γ_{8}$	1.8985	4.43
$γ_{9}$	-1.1361	-3.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts