V-Lab
Barclays US Agg. Credit BAA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:0.05% (-1.60%)
Analysis last updated: Thursday, November 18, 2021 at 04:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.7451 | 7451140.00 | |
| 0.0049 | 48860.00 | |
| 0.5000 | 5000000.00 | |
| 1.6997 | 22.98 | |
| 0.2449 | 18.65 | |
| 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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