V-Lab
Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.64% (+0.25%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 21.05 | |
| 0.0587 | 44.30 | |
| 0.9304 | 742.54 | |
| -0.0432 | -6.58 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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