V-Lab
Barclays US Agg. Government Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 18th, 2021:4.46% (-0.01%)
Analysis last updated: Thursday, November 18, 2021 at 04:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2187 | 11.00 | |
| 0.0329 | 7.41 | |
| 0.9589 | 176.15 | |
| 0.0004 | 2.45 |
Estimation Period:
Jan 2, 1990 to Nov 12, 2021
Jan 2, 1990 to Nov 12, 2021
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