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V-Lab

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

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 GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.001214.19
α0.039014.95
β0.9492472.01
γ0.00971.72
Estimation Period:
Jan 1, 1999 to Apr 4, 2025