V-Lab
Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:6.58% (-0.23%)
Analysis last updated: Friday, May 10, 2024 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2071 | 4.31 | |
| 0.0510 | 55.86 | |
| 0.9990 | 4269.23 | |
| 7 | 8.54 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
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