Bloomberg US Aggregate: Government-Related Total Return Index Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:2.55% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 6.30 | |
| 0.0324 | 30.28 | |
| 0.9938 | 978.19 | |
| 7.4112 | 3.99 |
Estimation Period:
Dec 30, 1993 to Nov 12, 2021
Dec 30, 1993 to Nov 12, 2021
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