Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
3.58%
decreased by 0.09%
1 Week
3.64%
decreased by 0.03%
1 Month
3.85%
increased by 0.18%
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 | |
|---|---|---|
| 0.9145 | 3.39 | |
| 0.0639 | 9.43 | |
| 0.9324 | 126.36 | |
| -0.0010 | -1.93 |
Estimation Period:
Apr 14, 1998 to Apr 4, 2025
Apr 14, 1998 to Apr 4, 2025
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