Skip to main content
V-Lab

Western Asst Emerg Mrkt Debt Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.49% (-0.56%)
Analysis last updated: Friday, February 6, 2026 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Western Asst Emerg Mrkt Debt SGARCH
paramt-stat
ω2.59744.77
α0.15304.05
β0.715914.38
γ10.55821.85
γ2-0.2968-0.67
γ3-0.7486-2.23
γ41.13152.21
γ5-1.3392-1.82
γ61.24491.92
γ7-0.7343-2.03
γ80.23181.03
γ9-0.3531-1.75
γ100.80812.59
Estimation Period:
Nov 19, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts