Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:6.58% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.50 | |
| 0.0872 | 30.27 | |
| 0.9073 | 317.67 | |
| 0.0428 | 10.72 |
Estimation Period:
Jun 30, 2000 to Apr 4, 2025
Jun 30, 2000 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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