Skip to main content
V-Lab

Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, May 22nd, 2026

1 Day

3.20%

decreased by 0.12%

1 Week

3.20%

decreased by 0.12%

1 Month

3.23%

decreased by 0.09%

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.067010.58
α0.052555.34
β0.99722,505.57
ν7.086617.13
Estimation Period:
Apr 14, 1998 to Apr 4, 2025