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	param	t-stat
$ω$	0.0006	20.17
$α$	0.1036	27.85
$β$	0.8598	218.51
$γ$	0.0730	8.82

V-Lab

ICE BofA EMEA Emerging Markets Corporate Plus Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 22nd, 2026:1.79% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA EMEA Emerging Markets Corporate Plus Index Analyses