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ICE BofA EMEA Emerging Markets Corporate Plus Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.34% (-0.09%)
Analysis last updated: Monday, February 9, 2026 at 04:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ICE BofA EMEA Emerging Markets Corporate Plus Index S0GARCH
paramt-stat
ω2.22403.80
α0.17357.88
β0.814439.18
γ10.00185.98
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts