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V-Lab

Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Friday, May 15th, 2026

1 Day

3.79%

decreased by 0.08%

1 Week

3.79%

decreased by 0.08%

1 Month

3.78%

decreased by 0.09%

Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.19999.46
α0.04107.99
β0.9507159.67
γ10.00042.09
Estimation Period:
Jan 1, 1990 to Apr 4, 2025