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	param	t-stat
$ω$	1.6029	3.06
$α$	0.1569	7.95
$β$	0.7742	34.08
$γ_{1}$	0.2029	1.84
$γ_{2}$	-0.3550	-2.38
$γ_{3}$	0.3296	4.57
$γ_{4}$	-0.3653	-5.98
$γ_{5}$	0.3439	5.53
$γ_{6}$	-0.2980	-4.75
$γ_{7}$	0.2800	4.74
$γ_{8}$	-0.1428	-2.52
$γ_{9}$	-0.2175	-2.75

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:1.36% (+0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA Emerging Markets Corporate Plus Index Analyses