V-Lab
Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:2.51% (-0.15%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0984 | -14.35 | |
| 0.1886 | 22.74 | |
| 0.9737 | 604.02 | |
| -0.0071 | -0.56 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
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