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	param	t-stat
$ω$	1.5762	4.86
$α$	0.2292	10.75
$β$	0.7088	28.97
$γ_{1}$	-0.2112	-2.08
$γ_{2}$	0.3718	2.24
$γ_{3}$	-0.3641	-3.22
$γ_{4}$	0.4552	5.11
$γ_{5}$	-0.4606	-4.98
$γ_{6}$	0.3761	4.13
$γ_{7}$	-0.2680	-3.24
$γ_{8}$	0.1585	2.21
$γ_{9}$	-0.0345	-0.54
$γ_{10}$	-0.0653	-1.41

V-Lab

Bloomberg EM USD Aggregate Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:2.96% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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