V-Lab
Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:4.88% (-0.02%)
Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0433 | -12.04 | |
| 0.1706 | 34.43 | |
| 0.9854 | 961.40 | |
| -0.0354 | -8.60 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY Analyses