Alliancebernstein GLB HI Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.41% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2875 | 4.29 | |
| 0.2029 | 9.07 | |
| 0.7287 | 33.83 | |
| -0.0083 | -0.08 | |
| -0.1066 | -0.71 | |
| 0.3460 | 3.41 | |
| -0.4089 | -4.09 | |
| 0.2336 | 2.52 | |
| -0.0984 | -1.10 | |
| 0.1268 | 1.33 | |
| -0.1194 | -1.40 | |
| -0.0617 | -0.61 |
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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