V-Lab
Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.11% (-0.05%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0139 | -12.04 | |
| 0.1094 | 33.30 | |
| 0.9922 | 1972.50 | |
| 0.0027 | 1.01 |
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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