V-Lab
Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:5.94% (-0.12%)
Analysis last updated: Saturday, April 20, 2024 at 03:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1633 | 7.50 | |
| 0.0439 | 8.16 | |
| 0.9472 | 147.05 | |
| 0.0004 | 0.19 |
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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