Bloomberg US Government/Credit Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.05% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1771 | 9.72 | |
| 0.0377 | 7.58 | |
| 0.9549 | 171.15 | |
| 0.0003 | 1.76 |
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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