V-Lab
Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.07% (-0.06%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 14.64 | |
| 0.0557 | 31.96 | |
| 0.9443 | 527.54 | |
| -0.0238 | -1.56 | |
| 1.2024 | 20.60 |
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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