V-Lab
Barclays US Agg. Government AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:5.29% (+0.74%)
Analysis last updated: Thursday, November 18, 2021 at 04:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 14.63 | |
| 0.0358 | 29.80 | |
| 0.9561 | 646.01 | |
| -0.0256 | -3.61 |
Estimation Period:
Jan 2, 1990 to Nov 12, 2021
Jan 2, 1990 to Nov 12, 2021
News Impact Curve
Volatility Forecasts
Other Barclays US Agg. Government Analyses