V-Lab
ICE BofA EMEA Emerging Markets Corporate Plus Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:2.60% (-0.08%)
Analysis last updated: Monday, January 8, 2024 at 05:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2284 | 3.58 | |
| 0.1736 | 7.30 | |
| 0.8151 | 36.16 | |
| 0.0021 | 5.49 |
Estimation Period:
Jan 1, 1999 to Jan 5, 2024
Jan 1, 1999 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
Other ICE BofA EMEA Emerging Markets Corporate Plus Index Analyses