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Bloomberg EM Local Currency Government Bond Index Total Return Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:3.89% (-0.03%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Bloomberg EM Local Currency Government Bond Index Total Return Unhedged USD SGARCH
paramt-stat
ω1.08294.56
α0.07796.34
β0.908374.28
γ1-0.0030-0.69
Estimation Period:
Jul 16, 2008 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts