Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.14% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1218 | 4.81 | |
| 0.0336 | 27.42 | |
| 0.9954 | 1,247.36 | |
| 7.0932 | 4.33 |
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Jan 1, 1999 to Apr 4, 2025
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