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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7288 | 7,288,050.00 | |
| 0.0212 | 211,950.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3024 | 7.65 | |
| 0.9717 | 8.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 14, 2011 to Apr 4, 2025
Jan 14, 2011 to Apr 4, 2025
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