V-Lab
Bloomberg Multiverse Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:5.27% (+0.25%)
Analysis last updated: Friday, May 3, 2024 at 06:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.62 | |
| 0.0564 | 20.22 | |
| 0.9360 | 727.85 | |
| -0.0015 | -0.32 |
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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