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ICE BofA Emerging Markets Corporate Plus Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:-0.00% (-1.11%)
Analysis last updated: Friday, February 6, 2026 at 03:36 PM UTC
Date Range:

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graph of ICE BofA Emerging Markets Corporate Plus Index MF2-GARCH
paramt-stat
m81
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ10.00340.75
λ20.64756.77
λ30.32522.87
Estimation Period:
Jan 1, 1999 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts