V-Lab
Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:2.63% (-0.14%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2081 | 3.22 | |
| 0.0935 | 8.05 | |
| 0.8961 | 73.03 | |
| -0.0015 | -0.66 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
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