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Bloomberg US Aggregate: Government-Related Total Return Index Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:2.55% (-0.04%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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graph of Bloomberg US Aggregate: Government-Related Total Return Index Unhedged USD GAS-GARCH-T
paramt-stat
ω0.07596.30
α0.032430.28
β0.9938978.19
ν7.41123.99
Estimation Period:
Dec 30, 1993 to Nov 12, 2021
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