Bloomberg Sterling Aggregate Bond Index Total Return Value Unhedged GBP GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
8.17%
decreased by 0.17%
1 Week
8.15%
decreased by 0.19%
1 Month
8.08%
decreased by 0.26%
Analysis last updated: Saturday, May 23, 2026 at 01:56 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 14.19 | |
| 0.0390 | 14.95 | |
| 0.9492 | 472.01 | |
| 0.0097 | 1.72 |
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Jan 1, 1999 to Apr 4, 2025
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