V-Lab
ICE BofA Single-B US High Yield Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:3.62% (-0.72%)
Analysis last updated: Monday, January 8, 2024 at 05:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1615 | 6.97 | |
| 0.1977 | 85.09 | |
| 0.9915 | 855.44 | |
| 5 | 29.25 |
Estimation Period:
Jan 1, 1997 to Jan 5, 2024
Jan 1, 1997 to Jan 5, 2024
Other ICE BofA Single-B US High Yield Index Analyses