Bloomberg Euro Aggregate Treasury Bond Index Total Return Value Unhedged EUR AGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.42%
decreased by 0.20%
1 Week
5.39%
decreased by 0.23%
1 Month
5.29%
decreased by 0.33%
Analysis last updated: Saturday, May 23, 2026 at 01:56 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 17.72 | |
| 0.0655 | 25.11 | |
| 0.9187 | 309.11 | |
| 0.0325 | 6.52 |
Estimation Period:
Jul 31, 1998 to Apr 4, 2025
Jul 31, 1998 to Apr 4, 2025
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