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	param	t-stat
$ω$	2.0415	4.00
$α$	0.2150	9.30
$β$	0.7473	35.96
$γ_{1}$	0.1095	1.07
$γ_{2}$	-0.2286	-1.55
$γ_{3}$	0.2788	2.78
$γ_{4}$	-0.2957	-3.44
$γ_{5}$	0.2502	3.23
$γ_{6}$	-0.2524	-2.78
$γ_{7}$	0.2561	2.18
$γ_{8}$	-0.0628	-0.59
$γ_{9}$	-0.3913	-3.29

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ICE BofA EMEA Emerging Markets Corporate Plus Index Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:1.52% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA EMEA Emerging Markets Corporate Plus Index Analyses