V-Lab
ICE BofA EMEA Emerging Markets Corporate Plus Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:2.95% (+0.08%)
Analysis last updated: Monday, January 8, 2024 at 05:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0372 | -10.12 | |
| 0.2825 | 40.12 | |
| 0.9803 | 919.57 | |
| -0.0626 | -17.18 |
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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