V-Lab
Bloomberg US Municipal Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:1.87% (-0.12%)
Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0920 | -19.19 | |
| 0.3025 | 47.71 | |
| 0.9668 | 732.94 | |
| -0.0484 | -11.20 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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