Bloomberg US HiYld RBI(SM) Series 1 Total Return Index Unhedged USD GARCH 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
4.54%
decreased by 0.28%
1 Week
4.64%
decreased by 0.18%
1 Month
5.02%
increased by 0.20%
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 | |
|---|---|---|
| 0.0018 | 13.14 | |
| 0.1311 | 29.77 | |
| 0.8689 | 234.70 |
Estimation Period:
Aug 31, 2009 to Apr 4, 2025
Aug 31, 2009 to Apr 4, 2025
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