Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
4.37%
decreased by 0.09%
1 Week
4.36%
decreased by 0.10%
1 Month
4.32%
decreased by 0.14%
Analysis last updated: Saturday, May 23, 2026 at 01:56 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1999 | 9.46 | |
| 0.0410 | 7.99 | |
| 0.9507 | 159.67 | |
| 0.0004 | 2.09 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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