V-Lab
ICE BofA US Corporate Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.19% (-0.11%)
Analysis last updated: Monday, January 8, 2024 at 05:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8350 | 8.23 | |
| 0.0423 | 7.14 | |
| 0.9462 | 137.97 | |
| -0.0044 | -2.57 | |
| 0.0103 | 2.96 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
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