V-Lab
Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:2.65% (-0.02%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0433 | -12.04 | |
| 0.1706 | 34.43 | |
| 0.9854 | 961.40 | |
| -0.0354 | -8.60 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
News Impact Curve
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