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Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.14% (+0.01%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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to

6M ·

1Y ·

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graph of Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.12184.81
α0.033627.42
β0.99541,247.36
ν7.09324.33
Estimation Period:
Jan 1, 1999 to Apr 4, 2025