V-Lab
Bloomberg US Corporate High-Yield Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:9.68% (+5.75%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 25.97 | |
| 0.2111 | 33.52 | |
| 0.8002 | 144.33 | |
| 0.0619 | 20.56 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Bloomberg US Corporate High-Yield Bond Index Total Return Value Unhedged USD Analyses