V-Lab
ICE BofA AA US Corporate Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.16% (-0.02%)
Analysis last updated: Monday, January 8, 2024 at 05:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0158 | -13.72 | |
| 0.0941 | 27.24 | |
| 0.9919 | 2119.35 | |
| -0.0126 | -5.28 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
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