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 Wednesday, November 12th, 2025:46.42% (+1.77%)

Analysis last updated: Tuesday, November 11, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7518	5.90
$α$	0.0792	3.22
$β$	0.6844	7.27
$γ_{1}$	-0.4647	-1.30
$γ_{2}$	0.8368	1.63
$γ_{3}$	-0.5745	-2.14
$γ_{4}$	0.3073	1.16
$γ_{5}$	0.2080	0.59
$γ_{6}$	-1.1227	-2.94
$γ_{7}$	1.4521	4.56
$γ_{8}$	-0.8421	-3.79

Estimation Period:
Sep 19, 2014 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts