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Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.56% (+0.21%)
Analysis last updated: Friday, February 13, 2026 at 08:56 PM UTC
Date Range:

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graph of Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.16635.46
α0.034028.64
β0.99501,243.72
ν7.16254.54
Estimation Period:
Sep 1, 1997 to Apr 4, 2025