V-Lab
ICE BofA Single-A US Corporate Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.97% (-0.11%)
Analysis last updated: Monday, January 8, 2024 at 05:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 18.26 | |
| 0.0424 | 29.11 | |
| 0.9491 | 601.46 |
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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