V-Lab
Bloomberg Global Aggregate Credit Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.45% (-0.08%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0189 | -11.51 | |
| 0.1273 | 24.44 | |
| 0.9901 | 1420.51 | |
| -0.0094 | -3.05 |
Estimation Period:
Sep 28, 2000 to Sep 29, 2023
Sep 28, 2000 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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