Bloomberg EM Govt Inflation-Linked All Maturities Bond Index TR Unhedged USD MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
0.00%
decreased by 19.40%
1 Week
7.25%
decreased by 12.15%
1 Month
21.67%
increased by 2.27%
Analysis last updated: Saturday, May 23, 2026 at 01:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0967 | 15.28 | |
| 1.0000 | 32.28 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 3, 2006 to Apr 4, 2025
Feb 3, 2006 to Apr 4, 2025
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