V-Lab
Bloomberg Multiverse Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:0.80% (-0.69%)
Analysis last updated: Friday, May 3, 2024 at 06:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.7499 | 7499380.00 | |
| 0.0001 | 620.00 | |
| 0.5000 | 5000000.00 | |
| 9.7896 | 97896340.00 | |
| 0.0578 | 577740.00 | |
| 0.5088 | 5087920.00 |
Estimation Period:
Jan 28, 1999 to Sep 29, 2023
Jan 28, 1999 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Bloomberg Multiverse Bond Index Total Return Value Unhedged USD Analyses