V-Lab
Bloomberg US Municipal Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:2.64% (+0.41%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0920 | -19.19 | |
| 0.3025 | 47.71 | |
| 0.9668 | 732.94 | |
| -0.0484 | -11.20 |
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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