V-Lab
Barclays US Agg. Credit AA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:0.07% (-0.64%)
Analysis last updated: Thursday, November 18, 2021 at 04:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0078 | 410.63 | |
| 0.0000 | 100.00 | |
| 0.8319 | 2090.26 |
Estimation Period:
Jan 2, 1990 to Nov 12, 2021
Jan 2, 1990 to Nov 12, 2021
News Impact Curve
Volatility Forecasts
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