V-Lab
Bloomberg Global High-Yield Bond Index Total Return Value Unhedged USD GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:4.48% (-0.10%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 25.10 | |
| 0.1597 | 37.37 | |
| 0.8251 | 214.31 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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