V-Lab
Bloomberg US Universal Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:6.35% (+1.04%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 18.42 | |
| 0.0572 | 32.76 | |
| 0.9295 | 527.24 | |
| 0.0448 | 7.69 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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