V-Lab
Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.64% (-0.15%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0065 | -9.00 | |
| 0.1071 | 33.23 | |
| 0.9932 | 2154.50 | |
| 0.0105 | 3.77 |
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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