V-Lab
Bloomberg US Government/Credit Bond Index Total Return Value Unhedged USD GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:5.03% (-0.07%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 17.70 | |
| 0.0389 | 29.40 | |
| 0.9535 | 644.26 |
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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