V-Lab
Bloomberg US Universal Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:4.85% (-0.11%)
Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9792 | 8.54 | |
| 0.0570 | 8.97 | |
| 0.9300 | 143.30 | |
| 0.0007 | 1.80 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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