V-Lab
Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.57% (+0.27%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 21.32 | |
| 0.0521 | 40.27 | |
| 0.9385 | 748.96 | |
| -0.0097 | -1.68 |
Estimation Period:
Dec 29, 1989 to Sep 29, 2023
Dec 29, 1989 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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