V-Lab
ICE BofA AA US Corporate Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.51% (-0.10%)
Analysis last updated: Monday, January 8, 2024 at 05:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2534 | 8.12 | |
| 0.0371 | 7.36 | |
| 0.9572 | 178.48 | |
| 0.0013 | 1.55 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
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