Bloomberg EM Local Currency Government Bond Index Total Return Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.45% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3407 | 8.20 | |
| 0.0686 | 49.33 | |
| 0.9960 | 1,893.47 | |
| 6.8799 | 11.33 |
Estimation Period:
Jul 16, 2008 to Apr 4, 2025
Jul 16, 2008 to Apr 4, 2025
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