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V-Lab

Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD APARCH Volatility Analysis

Volatility prediction for Friday, May 22nd, 2026

1 Day

3.41%

decreased by 0.10%

1 Week

3.44%

decreased by 0.07%

1 Month

3.56%

increased by 0.05%

Analysis last updated: Saturday, May 23, 2026 at 01:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.00079.47
α0.063535.90
β0.9365521.70
γ0.05243.93
δ1.824934.80
Estimation Period:
Apr 14, 1998 to Apr 4, 2025