V-Lab
Barclays US Agg. Government EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:4.71% (+0.04%)
Analysis last updated: Thursday, November 18, 2021 at 04:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0176 | -14.20 | |
| 0.0760 | 31.47 | |
| 0.9923 | 2004.73 | |
| 0.0123 | 5.43 |
Estimation Period:
Jan 2, 1990 to Nov 12, 2021
Jan 2, 1990 to Nov 12, 2021
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