V-Lab
Bloomberg Multiverse Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:5.36% (-0.17%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0202 | -14.02 | |
| 0.1219 | 33.49 | |
| 0.9896 | 1671.54 | |
| 0.0037 | 1.22 |
Estimation Period:
Jan 28, 1999 to Sep 29, 2023
Jan 28, 1999 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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