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, July 28th, 2025:41.70% (-0.54%)

Analysis last updated: Friday, July 25, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7833	6.03
$α$	0.0817	3.25
$β$	0.6844	7.38
$γ_{1}$	-0.4100	-1.02
$γ_{2}$	0.6551	1.08
$γ_{3}$	-0.2404	-0.42
$γ_{4}$	-0.0707	-0.12
$γ_{5}$	0.1852	0.41
$γ_{6}$	0.2030	0.49
$γ_{7}$	-1.3765	-2.82
$γ_{8}$	1.9277	4.28
$γ_{9}$	-1.1259	-3.52

Estimation Period:
Sep 19, 2014 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts