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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bloomberg EM Govt Inflation-Linked All Maturities Bond Index TR Unhedged USD AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.01718.47
α0.091323.23
β0.8775211.50
γ0.26617.27
Estimation Period:
Feb 3, 2006 to Apr 4, 2025