Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.07% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0682 | 8.16 | |
| 0.0384 | 32.46 | |
| 0.9933 | 1,139.15 | |
| 8.8257 | 4.07 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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