ICE BofA AAA-A Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.80% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1629 | 4.77 | |
| 0.0560 | 59.93 | |
| 0.9990 | 4,582.57 | |
| 7.3670 | 12.03 |
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Jan 1, 1999 to Feb 6, 2026
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