V-Lab
Bloomberg Multiverse Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:5.52% (-0.17%)
Analysis last updated: Friday, May 10, 2024 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4541 | 5.70 | |
| 0.0466 | 44.59 | |
| 0.9990 | 4287.55 | |
| 7 | 8.48 |
Estimation Period:
Jan 28, 1999 to Sep 29, 2023
Jan 28, 1999 to Sep 29, 2023
Other Bloomberg Multiverse Bond Index Total Return Value Unhedged USD Analyses