V-Lab
Bloomberg US Treasury Bond Index Total Return Value Unhedged USD APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:4.96% (-0.02%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 11.95 | |
| 0.0488 | 35.46 | |
| 0.9477 | 665.96 | |
| -0.0932 | -6.44 | |
| 1.6603 | 29.00 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
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