Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.14% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9166 | 3.81 | |
| 0.0694 | 6.96 | |
| 0.9091 | 71.98 | |
| 0.1047 | 1.66 | |
| -0.1664 | -1.88 | |
| 0.0904 | 1.87 | |
| -0.0488 | -1.01 | |
| 0.0906 | 1.80 | |
| -0.1289 | -3.65 |
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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