V-Lab
Bloomberg US Treasury Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:0.00% (-6.05%)
Analysis last updated: Friday, May 3, 2024 at 06:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.0157 | 5.48 | |
| 1.0000 | 37.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
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