Bloomberg US HiYld RBI(SM) Series 1 Total Return Index Unhedged USD APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
4.69%
decreased by 0.23%
1 Week
4.78%
decreased by 0.14%
1 Month
5.16%
increased by 0.24%
Analysis last updated: Saturday, May 23, 2026 at 01:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 9.56 | |
| 0.0988 | 24.47 | |
| 0.9012 | 239.93 | |
| 0.3839 | 13.75 | |
| 1.7306 | 22.73 |
Estimation Period:
Aug 31, 2009 to Apr 4, 2025
Aug 31, 2009 to Apr 4, 2025
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