V-Lab
Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:5.38% (-0.03%)
Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0272 | -14.72 | |
| 0.1008 | 28.18 | |
| 0.9890 | 1478.26 | |
| -0.0148 | -5.40 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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