Alliancebernstein GLB HI Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.18% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 7.03 | |
| 0.2844 | 35.08 | |
| 0.9623 | 551.79 | |
| -0.0803 | -10.17 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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