V-Lab
Bloomberg Global Aggregate Corporate Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:5.62% (-0.25%)
Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0190 | -11.57 | |
| 0.1283 | 23.47 | |
| 0.9898 | 1365.27 | |
| -0.0097 | -2.98 |
Estimation Period:
Sep 28, 2000 to Sep 29, 2023
Sep 28, 2000 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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