V-Lab
ICE BofA AA US Corporate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.57% (-0.09%)
Analysis last updated: Monday, January 8, 2024 at 05:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 7.75 | |
| 0.0349 | 33.50 | |
| 0.9946 | 1443.52 | |
| 9 | 4.10 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
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