V-Lab
ICE BofA AA US Corporate Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.28% (-0.08%)
Analysis last updated: Monday, January 8, 2024 at 05:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 12.70 | |
| 0.0393 | 28.61 | |
| 0.9566 | 680.83 | |
| 0.0721 | 4.78 | |
| 1.8990 | 34.00 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
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