V-Lab
Barclays US Agg. Government APARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:4.43% (0.00%)
Analysis last updated: Thursday, November 18, 2021 at 04:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.57 | |
| 0.0311 | 24.46 | |
| 0.9629 | 817.41 | |
| -0.1013 | -7.38 | |
| 2.0102 | 29.73 |
Estimation Period:
Jan 2, 1990 to Nov 12, 2021
Jan 2, 1990 to Nov 12, 2021
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