V-Lab
Bloomberg US Municipal Bond Index Total Return Value Unhedged USD GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:2.29% (+0.32%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 23.18 | |
| 0.1572 | 41.10 | |
| 0.8278 | 243.46 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Bloomberg US Municipal Bond Index Total Return Value Unhedged USD Analyses