V-Lab
ICE BofA Single-A US Corporate Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.65% (-0.02%)
Analysis last updated: Monday, January 8, 2024 at 05:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0225 | -16.48 | |
| 0.1010 | 25.68 | |
| 0.9887 | 1664.55 | |
| -0.0149 | -5.26 |
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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