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Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:4.45% (-0.04%)
Analysis last updated: Friday, February 6, 2026 at 08:55 PM UTC
Date Range:

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to

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1Y ·

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graph of Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD SGARCH
paramt-stat
ω1.02767.43
α0.03916.98
β0.9509139.86
γ1-0.0077-2.46
γ20.01943.00
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts