V-Lab
ICE BofA BBB US Corporate Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.42% (-0.03%)
Analysis last updated: Monday, January 8, 2024 at 05:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0216 | -16.31 | |
| 0.1061 | 24.86 | |
| 0.9888 | 1713.72 | |
| -0.0195 | -7.59 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
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