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V-Lab

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

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 GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.000411.58
α0.062437.87
β0.9368577.90
Estimation Period:
Apr 14, 1998 to Apr 4, 2025