V-Lab
ICE BofA BBB US Corporate Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.05% (+0.13%)
Analysis last updated: Monday, January 8, 2024 at 05:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 18.95 | |
| 0.0453 | 27.84 | |
| 0.9472 | 572.69 | |
| 0.0459 | 6.65 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
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