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	param	t-stat
$ω$	1.2217	9.97
$α$	0.0439	7.13
$β$	0.9452	133.96
$γ_{1}$	0.0010	1.53

V-Lab

Bloomberg US Credit Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:3.56% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg US Credit Bond Index Total Return Value Unhedged USD Analyses