V-Lab
ICE BofA Single-A US Corporate Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.13% (+0.18%)
Analysis last updated: Monday, January 8, 2024 at 05:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 18.18 | |
| 0.0434 | 28.88 | |
| 0.9463 | 555.04 | |
| 0.0339 | 5.25 |
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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