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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8981 | 7.60 | |
| 0.1044 | 6.86 | |
| 0.8708 | 52.88 | |
| -0.0009 | -1.49 |
Estimation Period:
Feb 3, 2006 to Apr 4, 2025
Feb 3, 2006 to Apr 4, 2025
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