Bloomberg US Credit Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.48% (+4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 16.48 | |
| 0.0456 | 28.08 | |
| 0.9431 | 494.01 | |
| 0.0374 | 4.58 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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