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Bloomberg US Treasury Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.97% (+4.80%)
Analysis last updated: Friday, February 13, 2026 at 08:56 PM UTC
Date Range:

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graph of Bloomberg US Treasury Bond Index Total Return Value Unhedged USD AGARCH
paramt-stat
ω0.000410.76
α0.037531.30
β0.9574747.98
γ-0.0328-4.65
Estimation Period:
Feb 28, 1994 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts