V-Lab
Bloomberg US MBS Bond Index Total Return Value Unhedged USD APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:7.87% (-0.03%)
Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 9.28 | |
| 0.0711 | 33.48 | |
| 0.9289 | 460.76 | |
| 0.1937 | 12.51 | |
| 1.9095 | 42.23 |
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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