V-Lab
Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:5.51% (-0.15%)
Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8421 | 7.32 | |
| 0.0535 | 9.38 | |
| 0.9335 | 155.24 | |
| -0.0071 | -3.02 | |
| 0.0099 | 3.35 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
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