ICE BofA EMEA Emerging Markets Corporate Plus Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.18% (+9.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 19.74 | |
| 0.1497 | 32.92 | |
| 0.8621 | 239.93 | |
| 0.0348 | 22.89 |
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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