V-Lab
Bloomberg Multiverse Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.58% (+0.38%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 23.34 | |
| 0.0737 | 50.08 | |
| 0.9125 | 743.07 | |
| -0.0264 | -5.68 |
Estimation Period:
Jan 28, 1999 to Sep 29, 2023
Jan 28, 1999 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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