Bloomberg US Government/Credit Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:3.38% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2507 | 9.75 | |
| 0.0377 | 7.49 | |
| 0.9540 | 165.10 | |
| 0.0014 | 2.04 |
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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