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ICE BofA AAA-A Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:2.04% (0.00%)
Analysis last updated: Wednesday, February 18, 2026 at 03:42 PM UTC
Date Range:

from

to

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graph of ICE BofA AAA-A Emerging Markets Corporate Plus Index GAS-GARCH-T
paramt-stat
ω0.16294.77
α0.056059.93
β0.99904,582.57
ν7.367012.03
Estimation Period:
Jan 1, 1999 to Feb 6, 2026