V-Lab
Bloomberg US Municipal Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:2.58% (+0.59%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9655 | 7.02 | |
| 0.1704 | 123.71 | |
| 0.9990 | 7345.59 | |
| 4 | 69.14 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
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