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	param	t-stat
$ω$	1.5881	2.88
$α$	0.1564	8.22
$β$	0.7849	38.06
$γ_{1}$	0.1832	1.58
$γ_{2}$	-0.3253	-2.07
$γ_{3}$	0.3116	4.06
$γ_{4}$	-0.3513	-5.38
$γ_{5}$	0.3373	5.11
$γ_{6}$	-0.3056	-4.66
$γ_{7}$	0.3133	5.12
$γ_{8}$	-0.2455	-4.53
$γ_{9}$	0.0887	2.29

V-Lab

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

Volatility Prediction for Thursday, January 22nd, 2026:2.33% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA Emerging Markets Corporate Plus Index Analyses