V-Lab
ICE BofA US Corporate Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.56% (-0.02%)
Analysis last updated: Monday, January 8, 2024 at 05:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0228 | -16.46 | |
| 0.0987 | 25.33 | |
| 0.9887 | 1626.09 | |
| -0.0172 | -6.83 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
Other ICE BofA US Corporate Index Analyses