Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
-0.00%
decreased by 3.22%
1 Week
0.09%
decreased by 3.13%
1 Month
0.12%
decreased by 3.10%
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 | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.4132 | 28.55 | |
| 0.3000 | 26.33 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 14, 1998 to Apr 4, 2025
Apr 14, 1998 to Apr 4, 2025
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