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ICE BofA Emerging Markets Corporate Plus Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:1.54% (-0.11%)
Analysis last updated: Thursday, February 19, 2026 at 03:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of ICE BofA Emerging Markets Corporate Plus Index EGARCH
paramt-stat
ω-0.0897-17.61
α0.240935.59
β0.9700686.98
γ-0.0497-12.13
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts