Alliancebernstein GLB HI Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.00% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 19.21 | |
| 0.1156 | 16.21 | |
| 0.8162 | 157.74 | |
| 0.1311 | 11.44 |
Estimation Period:
Jan 1, 1998 to Feb 20, 2026
Jan 1, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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