V-Lab
ICE BofA BBB US Corporate Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:4.51% (-5.23%)
Analysis last updated: Monday, January 8, 2024 at 05:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.0070 | 2.27 | |
| 1.0000 | 68.31 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Jan 5, 2024
Jan 1, 1990 to Jan 5, 2024
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