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Bloomberg EM Local Currency Government Bond Index Total Return Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.45% (+0.18%)
Analysis last updated: Friday, February 13, 2026 at 08:56 PM UTC
Date Range:

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to

6M ·

1Y ·

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graph of Bloomberg EM Local Currency Government Bond Index Total Return Unhedged USD GAS-GARCH-T
paramt-stat
ω0.34078.20
α0.068649.33
β0.99601,893.47
ν6.879911.33
Estimation Period:
Jul 16, 2008 to Apr 4, 2025