V-Lab
ICE BofA AA US Corporate Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:3.77% (-7.46%)
Analysis last updated: Monday, January 8, 2024 at 05:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7499 | 7499220.00 | |
| 0.0001 | 780.00 | |
| 0.5000 | 5000000.00 | |
| 0.0132 | 19.81 | |
| 0.9100 | 227488.50 | |
| 0.0001 | 0.05 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
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