Bloomberg US MBS Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.00% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 8.98 | |
| 0.0685 | 74.97 | |
| 0.9984 | 5,737.74 | |
| 6.5738 | 21.69 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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