V-Lab
Bloomberg US Municipal Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:0.00% (-0.94%)
Analysis last updated: Friday, May 10, 2024 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 7.0024 | 70024250.00 | |
| 0.2357 | 2357430.00 | |
| 0.0134 | 134220.00 |
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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