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V-Lab

Bloomberg US Aggregate: Government-Related Total Return Index Unhedged USD APARCH Volatility Analysis

Volatility prediction for Friday, May 22nd, 2026

1 Day

3.58%

decreased by 0.04%

1 Week

3.59%

decreased by 0.03%

1 Month

3.62%

increased by 0.00%

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 US Aggregate: Government-Related Total Return Index Unhedged USD APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.00048.57
α0.031124.46
β0.9629817.41
γ-0.1013-7.38
δ2.010229.73
Estimation Period:
Dec 30, 1993 to Nov 12, 2021