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ICE BofA EMEA Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:1.96% (-0.23%)
Analysis last updated: Thursday, February 19, 2026 at 03:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of ICE BofA EMEA Emerging Markets Corporate Plus Index GAS-GARCH-T
paramt-stat
ω0.41116.61
α0.1422101.78
β0.99854,943.03
ν4.903230.47
Estimation Period:
Jan 1, 1999 to Feb 6, 2026