V-Lab
ICE BofA Single-A US Corporate Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.96% (-0.11%)
Analysis last updated: Monday, January 8, 2024 at 05:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0362 | 9.57 | |
| 0.0423 | 7.44 | |
| 0.9493 | 154.58 | |
| 0.0001 | 0.54 |
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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