V-Lab
Bloomberg US Treasury Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:4.91% (-0.07%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1651 | 8.31 | |
| 0.0464 | 8.38 | |
| 0.9434 | 155.94 | |
| 0.0019 | 1.75 |
Estimation Period:
Jan 30, 1990 to Sep 29, 2023
Jan 30, 1990 to Sep 29, 2023
News Impact Curve
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