V-Lab
ICE BofA Emerging Markets Corporate Plus Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:3.17% (+0.11%)
Analysis last updated: Monday, January 8, 2024 at 05:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 22.44 | |
| 0.1033 | 25.08 | |
| 0.8549 | 277.76 | |
| 0.0582 | 8.35 |
Estimation Period:
Jan 1, 1999 to Jan 5, 2024
Jan 1, 1999 to Jan 5, 2024
News Impact Curve
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