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V-Lab

Bloomberg US Municipal Bond Index Total Return Value Unhedged USD APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:2.46% (-0.28%)

Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Bloomberg US Municipal Bond Index Total Return Value Unhedged USD APARCH
paramt-stat
ω0.004013.20
α0.183941.89
β0.8161186.63
γ0.147116.07
δ1.364233.47
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts