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Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:3.50% (-0.06%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

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to

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1Y ·

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graph of Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY APARCH
paramt-stat
ω0.00035.67
α0.107222.82
β0.8869227.46
γ0.01871.35
δ1.945117.39
Estimation Period:
Jun 30, 2000 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts