Bloomberg US Credit Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.64% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1056 | 10.80 | |
| 0.0397 | 35.60 | |
| 0.9921 | 1,254.27 | |
| 9.2658 | 4.12 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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