V-Lab
ICE BofA CCC & Lower US High Yield Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 8th, 2024:6.35% (-0.77%)
Analysis last updated: Monday, January 8, 2024 at 05:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0373 | -15.37 | |
| 0.3068 | 57.58 | |
| 0.9727 | 975.64 | |
| -0.0612 | -15.39 |
Estimation Period:
Jan 1, 1997 to Jan 5, 2024
Jan 1, 1997 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
Other ICE BofA CCC & Lower US High Yield Index Analyses