V-Lab
Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:6.47% (-0.24%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 16.05 | |
| 0.0537 | 19.68 | |
| 0.9156 | 372.97 | |
| 0.0487 | 8.75 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
News Impact Curve
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