V-Lab
ICE BofA AAA-A Emerging Markets Corporate Plus Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:3.85% (+0.12%)
Analysis last updated: Monday, January 8, 2024 at 05:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.61 | |
| 0.0659 | 37.19 | |
| 0.9341 | 477.54 | |
| 0.0470 | 4.67 | |
| 1.8697 | 32.21 |
Estimation Period:
Jan 1, 1999 to Jan 5, 2024
Jan 1, 1999 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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