V-Lab
Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:5.47% (-0.15%)
Analysis last updated: Saturday, April 20, 2024 at 03:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1162 | 8.19 | |
| 0.0486 | 8.96 | |
| 0.9404 | 159.67 | |
| -0.0003 | -0.19 |
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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