AllianceBernstein Holding LP Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.77% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2119 | 3.84 | |
| 0.1206 | 10.35 | |
| 0.8196 | 49.94 | |
| -0.0255 | -0.65 | |
| 0.0697 | 1.28 | |
| -0.1005 | -3.26 | |
| 0.1297 | 5.10 | |
| -0.1404 | -5.93 | |
| 0.0919 | 3.75 | |
| -0.0044 | -0.17 | |
| -0.0864 | -2.15 |
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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