V-Lab
Barclays US Agg. Credit BAA AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:4.05% (+0.58%)
Analysis last updated: Thursday, November 18, 2021 at 04:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 15.67 | |
| 0.0650 | 23.03 | |
| 0.9257 | 324.23 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 27, 1990 to Nov 12, 2021
Feb 27, 1990 to Nov 12, 2021
News Impact Curve
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