V-Lab
Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:1.84% (+0.02%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2538 | 5.68 | |
| 0.1500 | 72.63 | |
| 0.9990 | 5550.00 | |
| 4 | 33.58 |
Estimation Period:
Jan 29, 2004 to Sep 29, 2023
Jan 29, 2004 to Sep 29, 2023
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