V-Lab
Bloomberg US Credit Bond Index Total Return Value Unhedged USD APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:5.48% (-0.10%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 14.28 | |
| 0.0454 | 27.62 | |
| 0.9451 | 490.18 | |
| 0.0837 | 5.85 | |
| 1.9074 | 36.25 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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