V-Lab
Bloomberg US Municipal Bond Index Total Return Value Unhedged USD APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:2.53% (+0.47%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 13.20 | |
| 0.1839 | 41.89 | |
| 0.8161 | 186.63 | |
| 0.1471 | 16.07 | |
| 1.3642 | 33.47 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
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