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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6270 | 3.78 | |
| 0.0664 | 6.67 | |
| 0.9003 | 67.25 | |
| 0.3777 | 3.88 | |
| -0.6365 | -4.76 | |
| 0.4071 | 5.09 | |
| -0.2863 | -3.37 | |
| 0.2223 | 2.60 | |
| -0.1462 | -1.97 | |
| 0.1104 | 1.70 | |
| 0.0286 | 0.39 | |
| -0.3443 | -2.74 |
Estimation Period:
Apr 14, 1998 to Apr 4, 2025
Apr 14, 1998 to Apr 4, 2025
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