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Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.11% (+0.99%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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graph of Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD MF2-GARCH
paramt-stat
m26
α0.70687,067,550.00
β0.0432432,450.00
γ0.50005,000,000.00
λ10.01234.10
λ21.000036.75
λ30.00000.00
Estimation Period:
Sep 1, 1997 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts