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 Wednesday, May 21st, 2025:50.21% (-1.60%)

Analysis last updated: Tuesday, May 20, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8487	6.53
$α$	0.0824	3.10
$β$	0.6371	5.79
$γ_{1}$	0.1050	0.18
$γ_{2}$	-0.3847	-0.38
$γ_{3}$	0.9202	0.86
$γ_{4}$	-1.3376	-1.39
$γ_{5}$	1.3299	2.10
$γ_{6}$	-0.9591	-1.69
$γ_{7}$	0.8941	1.77
$γ_{8}$	-2.0257	-4.36
$γ_{9}$	2.7903	5.52
$γ_{10}$	-1.7709	-4.39

Estimation Period:
Sep 19, 2014 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts