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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0034 | 6.77 | |
| 1.0000 | 19.81 | |
| 0.0000 | 0.00 |
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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