AllianceBernstein Holding LP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.76% (-3.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3693 | 10.27 | |
| 0.1057 | 30.89 | |
| 0.9686 | 291.29 | |
| 5.8109 | 8.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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