Bloomberg Global Aggregate Corporate Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.19% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1196 | 5.98 | |
| 0.0384 | 36.78 | |
| 0.9955 | 1,392.32 | |
| 7.7520 | 4.99 |
Estimation Period:
Jan 15, 2001 to Apr 4, 2025
Jan 15, 2001 to Apr 4, 2025
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