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ICE BofA Emerging Markets Corporate Plus Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:1.44% (+0.10%)
Analysis last updated: Friday, February 6, 2026 at 03:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ICE BofA Emerging Markets Corporate Plus Index EGARCH
paramt-stat
ω-0.0905-17.67
α0.241135.56
β0.9697681.96
γ-0.0499-12.16
Estimation Period:
Jan 1, 1999 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts