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V-Lab

Bloomberg Sterling Aggregate Bond Index Total Return Value Unhedged GBP Spline-GARCH Volatility Analysis

Volatility prediction for Friday, May 22nd, 2026

1 Day

8.74%

decreased by 0.19%

1 Week

8.76%

decreased by 0.17%

1 Month

8.83%

decreased by 0.10%

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 SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.79919.57
α0.04935.79
β0.934689.18
γ10.00131.38
Estimation Period:
Jan 1, 1999 to Apr 4, 2025