V-Lab
Barclays US Agg. Credit AA APARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:2.79% (-0.04%)
Analysis last updated: Thursday, November 18, 2021 at 04:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.19 | |
| 0.0537 | 27.43 | |
| 0.9463 | 494.91 | |
| -0.0057 | -0.32 | |
| 1.7057 | 32.62 |
Estimation Period:
Apr 23, 1996 to Nov 12, 2021
Apr 23, 1996 to Nov 12, 2021
News Impact Curve
Volatility Forecasts
Other Barclays US Agg. Credit AA Analyses