V-Lab
ICE BofA Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:2.96% (+0.19%)
Analysis last updated: Monday, January 8, 2024 at 05:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 6.93 | |
| 0.1122 | 43.75 | |
| 0.9872 | 542.11 | |
| 7 | 9.39 |
Estimation Period:
Jan 1, 1999 to Jan 5, 2024
Jan 1, 1999 to Jan 5, 2024
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