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ICE BofA Emerging Markets Corporate Plus Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:1.93% (-0.09%)
Analysis last updated: Thursday, February 19, 2026 at 03:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ICE BofA Emerging Markets Corporate Plus Index S0GARCH
paramt-stat
ω1.60272.91
α0.15728.27
β0.784738.26
γ10.18231.59
γ2-0.3229-2.08
γ30.30874.05
γ4-0.3490-5.38
γ50.33665.12
γ6-0.3074-4.68
γ70.32015.17
γ8-0.2586-4.72
γ90.10112.62
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts