V-Lab
Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:2.49% (+0.17%)
Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2925 | 3.26 | |
| 0.0928 | 8.08 | |
| 0.8969 | 73.50 | |
| 0.0004 | 0.56 |
Estimation Period:
Jun 30, 2000 to Sep 29, 2023
Jun 30, 2000 to Sep 29, 2023
News Impact Curve
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