V-Lab
Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:5.67% (-0.15%)
Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0150 | -14.58 | |
| 0.1164 | 39.20 | |
| 0.9903 | 1777.92 | |
| 0.0148 | 5.63 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
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