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V-Lab

Alliancebernstein GLB HI Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.41% (-0.56%)
Analysis last updated: Friday, February 13, 2026 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alliancebernstein GLB HI Inc SGARCH
paramt-stat
ω1.28754.29
α0.20299.07
β0.728733.83
γ1-0.0083-0.08
γ2-0.1066-0.71
γ30.34603.41
γ4-0.4089-4.09
γ50.23362.52
γ6-0.0984-1.10
γ70.12681.33
γ8-0.1194-1.40
γ9-0.0617-0.61
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts