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V-Lab

Bloomberg EM Local Currency Liquid Government Bond Index TR Unhedged USD MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, May 22nd, 2026

1 Day

8.26%

decreased by 3.07%

1 Week

124.98%

increased by 113.65%

1 Month

34,972,314.76%

increased by 34,972,303.43%

Analysis last updated: Saturday, May 23, 2026 at 01:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg EM Local Currency Liquid Government Bond Index TR Unhedged USD MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m41
α0.72887,288,050.00
β0.0212211,950.00
γ0.50005,000,000.00
λ10.30247.65
λ20.97178.34
λ30.00000.00
Estimation Period:
Jan 14, 2011 to Apr 4, 2025