V-Lab
Bloomberg US Government/Credit Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.24% (+0.03%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0235 | -15.75 | |
| 0.0938 | 26.75 | |
| 0.9898 | 1689.15 | |
| -0.0032 | -1.21 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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