V-Lab
ICE BofA AAA US Corporate Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:9.63% (-0.14%)
Analysis last updated: Monday, January 8, 2024 at 05:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9045 | 6.22 | |
| 0.0427 | 8.15 | |
| 0.9533 | 178.93 | |
| -0.0003 | -1.30 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
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