V-Lab
Bloomberg US Universal Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.45% (+0.08%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0208 | -13.98 | |
| 0.1126 | 26.90 | |
| 0.9914 | 2087.12 | |
| -0.0198 | -6.74 |
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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