ICE BofA AAA-A Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:1.83% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1641 | 4.75 | |
| 0.0563 | 59.93 | |
| 0.9990 | 4,561.64 | |
| 7.4297 | 11.78 |
Estimation Period:
Jan 1, 1999 to Jan 16, 2026
Jan 1, 1999 to Jan 16, 2026
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