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Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:0.00% (-5.59%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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graph of Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY MF2-GARCH
paramt-stat
m26
α1.00009,999,900.00
β0.0000100.00
γ0.00000.00
λ10.00346.77
λ21.000019.81
λ30.00000.00
Estimation Period:
Jun 30, 2000 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts