ICE BofA Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:1.97% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 7.64 | |
| 0.1114 | 42.26 | |
| 0.9850 | 506.69 | |
| 6.6313 | 8.99 |
Estimation Period:
Jan 1, 1999 to Jan 16, 2026
Jan 1, 1999 to Jan 16, 2026
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