Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.22% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2109 | 8.42 | |
| 0.0372 | 36.50 | |
| 0.9965 | 2,730.11 | |
| 10.3622 | 3.98 |
Estimation Period:
Aug 1, 2003 to Apr 4, 2025
Aug 1, 2003 to Apr 4, 2025
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