Bloomberg Sterling Aggregate Bond Index Total Return Value Unhedged GBP Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
8.42%
decreased by 0.19%
1 Week
8.42%
decreased by 0.19%
1 Month
8.39%
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 | |
|---|---|---|
| 0.8866 | 8.85 | |
| 0.0482 | 5.66 | |
| 0.9358 | 88.02 | |
| 0.0054 | 2.53 | |
| -0.0081 | -3.00 |
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Jan 1, 1999 to Apr 4, 2025
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