V-Lab
ICE BofA Emerging Markets Corporate Plus Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:3.13% (+0.16%)
Analysis last updated: Monday, January 8, 2024 at 05:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 7.38 | |
| 0.1348 | 31.71 | |
| 0.8621 | 262.44 | |
| 0.1307 | 15.61 | |
| 1.7040 | 22.99 |
Estimation Period:
Jan 1, 1999 to Jan 5, 2024
Jan 1, 1999 to Jan 5, 2024
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