Bloomberg EM Govt Inflation-Linked All Maturities Bond Index TR Unhedged USD EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
12.14%
decreased by 0.67%
1 Week
12.24%
decreased by 0.57%
1 Month
12.57%
decreased by 0.24%
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 | |
|---|---|---|
| -0.0089 | -5.13 | |
| 0.1671 | 26.60 | |
| 0.9676 | 607.79 | |
| -0.0653 | -12.97 |
Estimation Period:
Feb 3, 2006 to Apr 4, 2025
Feb 3, 2006 to Apr 4, 2025
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