V-Lab
ICE BofA EMEA Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:2.55% (+0.08%)
Analysis last updated: Monday, January 8, 2024 at 05:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4107 | 6.46 | |
| 0.1429 | 97.00 | |
| 0.9984 | 4497.14 | |
| 5 | 27.88 |
Estimation Period:
Jan 1, 1999 to Jan 5, 2024
Jan 1, 1999 to Jan 5, 2024
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