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Bloomberg US Universal Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:2.80% (-0.03%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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graph of Bloomberg US Universal Bond Index Total Return Value Unhedged USD MF2-GARCH
paramt-stat
m21
α0.01566.15
β0.9730428.61
γ0.017612.66
λ10.04810.21
λ20.29980.22
λ30.00000.00
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts