V-Lab
ICE BofA AAA-A Emerging Markets Corporate Plus Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:4.02% (+0.07%)
Analysis last updated: Monday, January 8, 2024 at 05:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 14.38 | |
| 0.0638 | 33.15 | |
| 0.9339 | 541.71 |
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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