V-Lab
Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:6.34% (-0.20%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 18.99 | |
| 0.0527 | 32.49 | |
| 0.9473 | 524.55 | |
| -0.0996 | -6.26 | |
| 1.2766 | 17.99 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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