Bloomberg Global Aggregate Credit Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.09% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1139 | 5.71 | |
| 0.0372 | 37.96 | |
| 0.9960 | 1,513.61 | |
| 7.3987 | 5.52 |
Estimation Period:
Jan 15, 2001 to Apr 4, 2025
Jan 15, 2001 to Apr 4, 2025
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