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ICE BofA EMEA Emerging Markets Corporate Plus Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:1.39% (-0.10%)
Analysis last updated: Wednesday, February 25, 2026 at 03:31 PM UTC
Date Range:

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graph of ICE BofA EMEA Emerging Markets Corporate Plus Index MF2-GARCH
paramt-stat
m41
α0.148651.39
β0.7544721.88
γ0.194040.45
λ10.547410.77
λ20.05709.70
λ30.9389129.35
Estimation Period:
Jan 1, 1999 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts