V-Lab
V-Lab

Barclays US Agg. Credit AA AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:3.48% (+0.63%)

Analysis last updated: Thursday, November 18, 2021 at 04:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Barclays US Agg. Credit AA AGARCH
paramt-stat
ω0.000211.71
α0.049230.11
β0.9457513.14
γ0.00000.00
Estimation Period:
Apr 23, 1996 to Nov 12, 2021
Impact of return on volatility tomorrow
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