V-Lab
ICE BofA AA US Corporate Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.43% (-0.09%)
Analysis last updated: Monday, January 8, 2024 at 05:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1917 | 8.04 | |
| 0.0374 | 7.46 | |
| 0.9572 | 179.86 | |
| 0.0003 | 1.59 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
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