Bloomberg Global High-Yield Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.65% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1017 | 5.90 | |
| 0.1358 | 33.16 | |
| 0.9790 | 285.33 | |
| 5.3166 | 11.04 |
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Jan 1, 1999 to Apr 4, 2025
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