Skip to main content
V-Lab

Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:4.21% (+0.02%)
Analysis last updated: Friday, February 20, 2026 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.16635.46
α0.034028.64
β0.99501,243.72
ν7.16254.54
Estimation Period:
Sep 1, 1997 to Apr 4, 2025