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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.57 | |
| 0.0311 | 24.46 | |
| 0.9629 | 817.41 | |
| -0.1013 | -7.38 | |
| 2.0102 | 29.73 |
Estimation Period:
Dec 30, 1993 to Nov 12, 2021
Dec 30, 1993 to Nov 12, 2021
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