Bloomberg US Corporate Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.79% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1132 | 11.17 | |
| 0.0405 | 34.81 | |
| 0.9916 | 1,184.71 | |
| 9.4343 | 3.94 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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