V-Lab
ICE BofA BBB US Corporate Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.59% (-0.09%)
Analysis last updated: Monday, January 8, 2024 at 05:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 13.77 | |
| 0.0468 | 26.82 | |
| 0.9496 | 580.45 | |
| 0.1096 | 7.45 | |
| 1.7838 | 37.88 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
News Impact Curve
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