V-Lab
Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:6.58% (-0.22%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7634 | 3.20 | |
| 0.0723 | 7.80 | |
| 0.9153 | 84.15 | |
| -0.0093 | -1.29 | |
| 0.0271 | 1.97 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
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