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Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:5.11% (-0.04%)
Analysis last updated: Friday, February 20, 2026 at 08:36 PM UTC
Date Range:

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graph of Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY EGARCH
paramt-stat
ω-0.0250-9.20
α0.163636.03
β0.99011,245.40
γ-0.0274-6.96
Estimation Period:
Jun 30, 2000 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts