Bloomberg EM Govt Inflation-Linked All Maturities Bond Index TR Unhedged USD AGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
12.32%
decreased by 0.52%
1 Week
12.42%
decreased by 0.42%
1 Month
12.72%
decreased by 0.12%
Analysis last updated: Saturday, May 23, 2026 at 01:56 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 8.47 | |
| 0.0913 | 23.23 | |
| 0.8775 | 211.50 | |
| 0.2661 | 7.27 |
Estimation Period:
Feb 3, 2006 to Apr 4, 2025
Feb 3, 2006 to Apr 4, 2025
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