V-Lab
Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:0.00% (-5.78%)
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 | |
| 0.0062 | 4.24 | |
| 1.0000 | 35.87 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD Analyses