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	param	t-stat
$ω$	2.2420	3.79
$α$	0.1743	7.90
$β$	0.8138	39.12
$γ_{1}$	0.0019	5.99

V-Lab

ICE BofA EMEA Emerging Markets Corporate Plus Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 22nd, 2026:1.68% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA EMEA Emerging Markets Corporate Plus Index Analyses