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ICE BofA Emerging Markets Corporate Plus Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:1.60% (-0.06%)
Analysis last updated: Thursday, February 19, 2026 at 03:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of ICE BofA Emerging Markets Corporate Plus Index AGARCH
paramt-stat
ω0.000927.58
α0.140036.62
β0.8436266.21
γ0.031319.05
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts