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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2240	8.22***
α ARCH Response to squared shocks	0.0353	6.06***
β GARCH Volatility persistence	0.9589	132.97***

V-Lab

Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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