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Bloomberg US Universal Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:2.81% (-0.06%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg US Universal Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.05666.97
α0.040932.32
β0.99461,214.41
ν8.89464.19
Estimation Period:
Jan 1, 1999 to Apr 4, 2025