V-Lab
Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:0.00% (-1.62%)
Analysis last updated: Friday, May 10, 2024 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.0067 | 8.48 | |
| 1.0000 | 12.98 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
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