Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bloomberg US HiYld RBI(SM) Series 1 Total Return Index Unhedged USD APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.00229.56
α0.098824.47
β0.9012239.93
γ0.383913.75
δ1.730622.73
Estimation Period:
Aug 31, 2009 to Apr 4, 2025