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ICE BofA EMEA Emerging Markets Corporate Plus Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:0.00% (-3.89%)
Analysis last updated: Thursday, January 22, 2026 at 03:32 PM UTC
Date Range:

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graph of ICE BofA EMEA Emerging Markets Corporate Plus Index MF2-GARCH
paramt-stat
m26
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ14.845941.47
λ20.248844.13
λ30.415426.27
Estimation Period:
Jan 1, 1999 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts