V-Lab
ICE BofA EMEA Emerging Markets Corporate Plus Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:2.86% (-0.03%)
Analysis last updated: Monday, January 8, 2024 at 05:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 7.82 | |
| 0.1403 | 26.51 | |
| 0.8597 | 211.24 | |
| 0.1437 | 16.14 | |
| 1.9065 | 32.39 |
Estimation Period:
Jan 1, 1999 to Jan 5, 2024
Jan 1, 1999 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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