Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
3.45%
decreased by 0.17%
1 Week
3.51%
decreased by 0.11%
1 Month
3.71%
increased by 0.09%
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 | |
|---|---|---|
| -0.0229 | -11.79 | |
| 0.1443 | 30.42 | |
| 0.9876 | 1,182.77 | |
| -0.0093 | -1.95 |
Estimation Period:
Apr 14, 1998 to Apr 4, 2025
Apr 14, 1998 to Apr 4, 2025
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