AllianceBernstein Holding LP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.84% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2022 | 3.71 | |
| 0.1175 | 10.47 | |
| 0.8251 | 52.14 | |
| -0.0224 | -0.55 | |
| 0.0632 | 1.13 | |
| -0.0940 | -3.01 | |
| 0.1253 | 4.87 | |
| -0.1405 | -5.88 | |
| 0.1002 | 4.05 | |
| -0.0314 | -1.30 | |
| -0.0034 | -0.21 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AllianceBernstein Holding LP Analyses
Other Zero Slope Spline-GARCH Analyses on Equities