V-Lab
V-Lab
Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:5.18% (-0.08%)

Analysis last updated: Saturday, May 18, 2024 at 02:38 AM UTC

Date Range:

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to

6M ·

1Y ·

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graph of Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD S0GARCH
paramt-stat
ω1.211110.27
α0.04257.66
β0.9472142.62
γ10.00042.45
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts