ICE BofA EMEA Emerging Markets Corporate Plus Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:0.00% (-3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 4.8459 | 41.47 | |
| 0.2488 | 44.13 | |
| 0.4154 | 26.27 |
Estimation Period:
Jan 1, 1999 to Jan 16, 2026
Jan 1, 1999 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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