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	param	t-stat
$ω$	0.0008	11.07
$α$	0.0403	31.90
$β$	0.9543	673.48
$γ$	-0.0603	-7.58

V-Lab

Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:5.17% (+0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD Analyses