V-Lab
ICE BofA CCC & Lower US High Yield Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.28% (-0.63%)
Analysis last updated: Monday, January 8, 2024 at 05:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 15.37 | |
| 0.1673 | 43.41 | |
| 0.8327 | 253.11 | |
| 0.1627 | 18.76 | |
| 1.6828 | 38.22 |
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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