ICE BofA EMEA Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:1.63% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4097 | 6.57 | |
| 0.1426 | 101.26 | |
| 0.9985 | 4,870.61 | |
| 4.9180 | 29.96 |
Estimation Period:
Jan 1, 1999 to Jan 16, 2026
Jan 1, 1999 to Jan 16, 2026
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