V-Lab
Barclays US Agg. Credit BAA GARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:3.40% (-0.07%)
Analysis last updated: Thursday, November 18, 2021 at 04:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 15.29 | |
| 0.0650 | 22.99 | |
| 0.9257 | 321.19 |
Estimation Period:
Feb 27, 1990 to Nov 12, 2021
Feb 27, 1990 to Nov 12, 2021
News Impact Curve
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