V-Lab
ICE BofA AAA US Corporate Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:9.52% (-0.12%)
Analysis last updated: Monday, January 8, 2024 at 05:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 11.67 | |
| 0.0417 | 32.76 | |
| 0.9545 | 673.16 | |
| 0.0405 | 2.86 | |
| 2.0076 | 33.73 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
Other ICE BofA AAA US Corporate Index Analyses