V-Lab
Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:6.24% (-0.13%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 14.64 | |
| 0.0447 | 35.43 | |
| 0.9502 | 716.61 |
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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