V-Lab
ICE BofA AAA US Corporate Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:9.41% (-0.06%)
Analysis last updated: Monday, January 8, 2024 at 05:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -10.90 | |
| 0.1018 | 28.87 | |
| 0.9939 | 2799.73 | |
| -0.0101 | -3.45 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
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