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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7991 | 9.57 | |
| 0.0493 | 5.79 | |
| 0.9346 | 89.18 | |
| 0.0013 | 1.38 |
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Jan 1, 1999 to Apr 4, 2025
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