V-Lab
Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.82% (-0.11%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 14.24 | |
| 0.0462 | 19.10 | |
| 0.9499 | 705.19 | |
| -0.0026 | -0.66 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD Analyses