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ICE BofA Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:1.97% (+0.13%)
Analysis last updated: Thursday, January 22, 2026 at 03:31 PM UTC
Date Range:

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to

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graph of ICE BofA Emerging Markets Corporate Plus Index GAS-GARCH-T
paramt-stat
ω0.04517.64
α0.111442.26
β0.9850506.69
ν6.63138.99
Estimation Period:
Jan 1, 1999 to Jan 16, 2026