ICE BofA Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.60% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 7.59 | |
| 0.1113 | 42.33 | |
| 0.9851 | 505.69 | |
| 6.6120 | 9.03 |
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Jan 1, 1999 to Feb 6, 2026
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