Bloomberg US Universal Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:2.81% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 6.97 | |
| 0.0409 | 32.32 | |
| 0.9946 | 1,214.41 | |
| 8.8946 | 4.19 |
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Jan 1, 1999 to Apr 4, 2025
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