Bloomberg EM Govt Inflation-Linked All Maturities Bond Index TR Unhedged USD GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
12.21%
decreased by 0.58%
1 Week
12.29%
decreased by 0.50%
1 Month
12.57%
decreased by 0.22%
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 | |
|---|---|---|
| 0.0226 | 17.19 | |
| 0.0475 | 13.51 | |
| 0.8758 | 241.20 | |
| 0.0912 | 10.52 |
Estimation Period:
Feb 3, 2006 to Apr 4, 2025
Feb 3, 2006 to Apr 4, 2025
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