V-Lab
ICE BofA AAA US Corporate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:9.89% (-0.14%)
Analysis last updated: Monday, January 8, 2024 at 05:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1213 | 8.35 | |
| 0.0362 | 40.44 | |
| 0.9961 | 2400.16 | |
| 8 | 5.99 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
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