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	param	t-stat
$ω$	1.5853	2.87
$α$	0.1566	8.24
$β$	0.7846	38.06
$γ_{1}$	0.1816	1.57
$γ_{2}$	-0.3224	-2.05
$γ_{3}$	0.3094	4.05
$γ_{4}$	-0.3496	-5.39
$γ_{5}$	0.3364	5.12
$γ_{6}$	-0.3057	-4.67
$γ_{7}$	0.3152	5.13
$γ_{8}$	-0.2485	-4.57
$γ_{9}$	0.0906	2.34

V-Lab

ICE BofA Emerging Markets Corporate Plus Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:1.85% (+0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA Emerging Markets Corporate Plus Index Analyses