Alliancebernstein GLB HI Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.82% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 18.69 | |
| 0.1869 | 30.68 | |
| 0.8131 | 158.13 |
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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