V-Lab
Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.31% (-0.08%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 18.27 | |
| 0.0460 | 21.09 | |
| 0.9447 | 718.91 | |
| 0.0039 | 1.09 |
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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