V-Lab
V-Lab

Bloomberg Global Aggregate Corporate Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.89% (-0.11%)

Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC

Date Range:

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graph of Bloomberg Global Aggregate Corporate Bond Index Total Return Value Unhedged USD SGARCH
paramt-stat
ω0.91856.17
α0.05426.10
β0.930597.32
γ1-0.0115-2.65
γ20.02753.33
Estimation Period:
Sep 28, 2000 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts