Bloomberg US Intermediate Credit Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:2.41% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1733 | 8.08 | |
| 0.0501 | 7.94 | |
| 0.9384 | 121.18 | |
| -0.0044 | -2.44 | |
| 0.0119 | 3.21 |
Estimation Period:
Jun 28, 1991 to Apr 4, 2025
Jun 28, 1991 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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