V-Lab
Bloomberg Global High-Yield Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:4.41% (-0.51%)
Analysis last updated: Friday, May 10, 2024 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6489 | 3.92 | |
| 0.1552 | 84.09 | |
| 0.9990 | 3996.00 | |
| 6 | 22.83 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
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