ICE BofA Emerging Markets Corporate Plus Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:-0.00% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0034 | 0.75 | |
| 0.6475 | 6.77 | |
| 0.3252 | 2.87 |
Estimation Period:
Jan 1, 1999 to Jan 23, 2026
Jan 1, 1999 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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