V-Lab
ICE BofA BBB US Corporate Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.94% (-0.12%)
Analysis last updated: Monday, January 8, 2024 at 05:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 17.23 | |
| 0.0452 | 28.12 | |
| 0.9486 | 584.14 |
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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