Alliancebernstein GLB HI Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.03% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0681 | 11.97 | |
| 0.6854 | 103.60 | |
| 0.2469 | 30.10 | |
| 0.0011 | 3.09 | |
| 0.0147 | 7.08 | |
| 0.9838 | 361.56 |
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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