V-Lab: Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY GAS-GARCH Student T Volatility Analysis

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V-Lab

Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:2.82% (-0.02%)

Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0282	5.14
$α$	0.0604	33.54
$β$	0.9922	705.69
$ν$	6	6.85

Estimation Period:
Jun 30, 2000 to Sep 29, 2023

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