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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 9.47 | |
| 0.0635 | 35.90 | |
| 0.9365 | 521.70 | |
| 0.0524 | 3.93 | |
| 1.8249 | 34.80 |
Estimation Period:
Apr 14, 1998 to Apr 4, 2025
Apr 14, 1998 to Apr 4, 2025
Other Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD Analyses
Other APARCH Analyses on Bond Indices