V-Lab
ICE BofA Emerging Markets Corporate Plus Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:7.06% (+3.88%)
Analysis last updated: Monday, January 8, 2024 at 05:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 26.78 | |
| 0.1366 | 36.01 | |
| 0.8487 | 275.66 | |
| 0.0298 | 17.61 |
Estimation Period:
Jan 1, 1999 to Jan 5, 2024
Jan 1, 1999 to Jan 5, 2024
News Impact Curve
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