Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
3.35%
decreased by 0.10%
1 Week
3.38%
decreased by 0.07%
1 Month
3.49%
increased by 0.04%
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 | |
|---|---|---|
| 0.0004 | 11.58 | |
| 0.0624 | 37.87 | |
| 0.9368 | 577.90 |
Estimation Period:
Apr 14, 1998 to Apr 4, 2025
Apr 14, 1998 to Apr 4, 2025
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