V-Lab
V-Lab

ICE BofA BB US High Yield Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:4.31% (-0.53%)

Analysis last updated: Monday, January 8, 2024 at 05:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ICE BofA BB US High Yield Index APARCH
paramt-stat
ω0.00568.69
α0.184445.61
β0.8156217.56
γ0.263220.47
δ1.334526.72
Estimation Period:
Jan 1, 1997 to Jan 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts