AllianceBernstein Holding LP GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.48% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1276 | 27.22 | |
| 0.0562 | 17.77 | |
| 0.8770 | 330.71 | |
| 0.0769 | 10.83 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AllianceBernstein Holding LP Analyses
Other GJR-GARCH Analyses on Equities