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Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.94% (+0.17%)
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 GJR-GARCH
paramt-stat
ω0.000912.87
α0.044819.44
β0.9554669.03
γ-0.0102-2.97
Estimation Period:
Sep 1, 1997 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts