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V-Lab

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

Date Range:

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to

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.001813.14
α0.131129.77
β0.8689234.70
Estimation Period:
Aug 31, 2009 to Apr 4, 2025