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Western Asst Emerg Mrkt Debt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.66% (-0.56%)
Analysis last updated: Monday, February 9, 2026 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Western Asst Emerg Mrkt Debt S0GARCH
paramt-stat
ω2.54574.67
α0.15174.10
β0.722415.04
γ10.53021.73
γ2-0.2619-0.58
γ3-0.7527-2.21
γ41.12122.15
γ5-1.3221-1.77
γ61.21781.86
γ7-0.6858-1.88
γ80.13920.62
γ9-0.1527-0.87
γ100.30482.26
Estimation Period:
Nov 19, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts