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Bloomberg EM USD Aggregate Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.83% (+0.33%)
Analysis last updated: Friday, February 13, 2026 at 08:56 PM UTC
Date Range:

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graph of Bloomberg EM USD Aggregate Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.26015.81
α0.146763.69
β0.9933922.29
ν6.190915.43
Estimation Period:
Jan 1, 1997 to Apr 4, 2025