AllianceBernstein Holding LP EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.70% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 19.05 | |
| 0.1724 | 45.33 | |
| 0.9704 | 776.29 | |
| -0.0581 | -11.94 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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