V-Lab
Bloomberg US Credit Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:5.48% (-0.11%)
Analysis last updated: Friday, May 10, 2024 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1046 | 10.51 | |
| 0.0403 | 34.97 | |
| 0.9919 | 1193.58 | |
| 9 | 4.05 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
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