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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg Sterling Aggregate Bond Index Total Return Value Unhedged GBP AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.001414.33
α0.048124.36
β0.9434429.01
γ-0.0083-0.98
Estimation Period:
Jan 1, 1999 to Apr 4, 2025