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	param	t-stat
$ω$	1.1810	8.44
$α$	0.0394	7.47
$β$	0.9549	156.65
$γ_{1}$	0.0003	1.19

V-Lab

Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:4.44% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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