V-Lab
ICE BofA US Corporate Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.96% (-0.11%)
Analysis last updated: Monday, January 8, 2024 at 05:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 18.31 | |
| 0.0421 | 29.42 | |
| 0.9495 | 609.46 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
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