V-Lab
Bloomberg US Universal Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:5.25% (-0.11%)
Analysis last updated: Friday, May 10, 2024 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3427 | 4.30 | |
| 0.0626 | 50.44 | |
| 0.9990 | 3933.07 | |
| 9 | 7.37 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
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