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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.022617.19
α0.047513.51
β0.8758241.20
γ0.091210.52
Estimation Period:
Feb 3, 2006 to Apr 4, 2025