V-Lab
Barclays US Agg. Government GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:4.44% (+0.01%)
Analysis last updated: Thursday, November 18, 2021 at 04:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 14.20 | |
| 0.0379 | 16.96 | |
| 0.9629 | 814.63 | |
| -0.0127 | -3.96 |
Estimation Period:
Jan 2, 1990 to Nov 12, 2021
Jan 2, 1990 to Nov 12, 2021
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