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V-Lab

Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD Spline-GARCH Volatility Analysis

Volatility prediction for Friday, May 22nd, 2026

1 Day

5.68%

decreased by 0.06%

1 Week

5.94%

increased by 0.20%

1 Month

6.70%

increased by 0.96%

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 SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.62703.78
α0.06646.67
β0.900367.25
γ10.37773.88
γ2-0.6365-4.76
γ30.40715.09
γ4-0.2863-3.37
γ50.22232.60
γ6-0.1462-1.97
γ70.11041.70
γ80.02860.39
γ9-0.3443-2.74
Estimation Period:
Apr 14, 1998 to Apr 4, 2025