V-Lab
ICE BofA BB US High Yield Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:4.74% (-0.39%)
Analysis last updated: Monday, January 8, 2024 at 05:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 28.43 | |
| 0.2025 | 48.50 | |
| 0.7883 | 225.48 | |
| 0.0610 | 24.57 |
Estimation Period:
Jan 1, 1997 to Jan 5, 2024
Jan 1, 1997 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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