V-Lab
ICE BofA AA US Corporate Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.60% (+0.16%)
Analysis last updated: Monday, January 8, 2024 at 05:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 16.95 | |
| 0.0401 | 30.16 | |
| 0.9533 | 660.64 | |
| 0.0343 | 5.12 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
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