Alibaba Group Holding Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:43.01% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7555 | 5.86 | |
| 0.0802 | 3.24 | |
| 0.6870 | 7.41 | |
| -0.4493 | -1.25 | |
| 0.8167 | 1.57 | |
| -0.5789 | -2.13 | |
| 0.3453 | 1.40 | |
| 0.1278 | 0.39 | |
| -1.0360 | -2.83 | |
| 1.4116 | 4.63 | |
| -0.8342 | -4.08 |
Estimation Period:
Sep 19, 2014 to Dec 31, 2025
Sep 19, 2014 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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