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V-Lab

Bloomberg EM Govt Inflation-Linked All Maturities Bond Index TR Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Friday, May 22nd, 2026

1 Day

12.44%

decreased by 0.64%

1 Week

12.60%

decreased by 0.48%

1 Month

13.11%

increased by 0.03%

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 S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.89817.60
α0.10446.86
β0.870852.88
γ1-0.0009-1.49
Estimation Period:
Feb 3, 2006 to Apr 4, 2025