Bloomberg Sterling Aggregate Bond Index Total Return Value Unhedged GBP AGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
8.29%
decreased by 0.08%
1 Week
8.26%
decreased by 0.11%
1 Month
8.15%
decreased by 0.22%
Analysis last updated: Saturday, May 23, 2026 at 01:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 14.33 | |
| 0.0481 | 24.36 | |
| 0.9434 | 429.01 | |
| -0.0083 | -0.98 |
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Jan 1, 1999 to Apr 4, 2025
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