V-Lab
ICE BofA Single-A US Corporate Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:4.27% (-7.66%)
Analysis last updated: Monday, January 8, 2024 at 05:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.0000 | 1.00 | |
| 1.0000 | 250.94 | |
| 0.0000 | 1.43 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
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