V-Lab
Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:2.46% (-0.16%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 5.66 | |
| 0.0822 | 56.18 | |
| 0.9937 | 923.51 | |
| 5 | 15.02 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
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