V-Lab
ICE BofA EMEA Emerging Markets Corporate Plus Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:2.90% (-0.05%)
Analysis last updated: Monday, January 8, 2024 at 05:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 19.64 | |
| 0.1050 | 26.76 | |
| 0.8587 | 203.15 | |
| 0.0725 | 8.32 |
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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