V-Lab
ICE BofA AA US Corporate Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.49% (-0.10%)
Analysis last updated: Monday, January 8, 2024 at 05:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 15.88 | |
| 0.0380 | 29.66 | |
| 0.9570 | 705.25 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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