ICE BofA EMEA Emerging Markets Corporate Plus Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.90% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4111 | 6.61 | |
| 0.1422 | 101.78 | |
| 0.9985 | 4,943.03 | |
| 4.9032 | 30.47 |
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Jan 1, 1999 to Feb 6, 2026
Other ICE BofA EMEA Emerging Markets Corporate Plus Index Analyses
Other GAS-GARCH Student T Analyses on Bond Indices