V-Lab
Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:5.45% (-0.03%)
Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0448 | 3.24 | |
| 0.0719 | 8.25 | |
| 0.9227 | 97.06 | |
| -0.0008 | -1.13 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
News Impact Curve
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