V-Lab
ICE BofA EMEA Emerging Markets Corporate Plus Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:3.25% (-0.04%)
Analysis last updated: Monday, January 8, 2024 at 05:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6240 | 3.42 | |
| 0.1999 | 8.58 | |
| 0.7819 | 36.66 | |
| -0.0331 | -1.31 | |
| 0.0652 | 1.72 | |
| -0.0702 | -2.83 | |
| 0.1263 | 4.05 |
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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