Bloomberg EM USD Aggregate Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.83% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2601 | 5.81 | |
| 0.1467 | 63.69 | |
| 0.9933 | 922.29 | |
| 6.1909 | 15.43 |
Estimation Period:
Jan 1, 1997 to Apr 4, 2025
Jan 1, 1997 to Apr 4, 2025
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