V-Lab
Bloomberg US Corporate High-Yield Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:4.56% (+0.55%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0876 | -20.79 | |
| 0.3572 | 55.03 | |
| 0.9547 | 478.53 | |
| -0.0828 | -12.13 |
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