Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.59% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1663 | 5.46 | |
| 0.0340 | 28.64 | |
| 0.9950 | 1,243.72 | |
| 7.1625 | 4.54 |
Estimation Period:
Sep 1, 1997 to Apr 4, 2025
Sep 1, 1997 to Apr 4, 2025
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