V-Lab
ICE BofA Single-B US High Yield Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:5.02% (-0.65%)
Analysis last updated: Monday, January 8, 2024 at 05:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 33.19 | |
| 0.2645 | 38.39 | |
| 0.7568 | 173.61 | |
| 0.0503 | 33.15 |
Estimation Period:
Jan 1, 1997 to Jan 5, 2024
Jan 1, 1997 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
Other ICE BofA Single-B US High Yield Index Analyses