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Bloomberg US Universal Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:2.68% (-0.04%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg US Universal Bond Index Total Return Value Unhedged USD S0GARCH
paramt-stat
ω1.11718.09
α0.04557.48
β0.9475145.98
γ10.00041.06
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Impact of return on volatility tomorrow
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