V-Lab
Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD GJR-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 | 14.24 | |
| 0.0462 | 19.10 | |
| 0.9499 | 705.19 | |
| -0.0026 | -0.66 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD Analyses