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ICE BofA EMEA Emerging Markets Corporate Plus Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.18% (+9.95%)
Analysis last updated: Friday, February 6, 2026 at 03:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of ICE BofA EMEA Emerging Markets Corporate Plus Index AGARCH
paramt-stat
ω0.000519.74
α0.149732.92
β0.8621239.93
γ0.034822.89
Estimation Period:
Jan 1, 1999 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts