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Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.14% (-0.24%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

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graph of Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY S0GARCH
paramt-stat
ω0.91663.81
α0.06946.96
β0.909171.98
γ10.10471.66
γ2-0.1664-1.88
γ30.09041.87
γ4-0.0488-1.01
γ50.09061.80
γ6-0.1289-3.65
Estimation Period:
Jun 30, 2000 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts