Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, March 27th, 2026
1 Day
0.00%
decreased by 5.46%
1 Week
1.11%
decreased by 4.35%
1 Month
2.69%
decreased by 2.77%
Analysis last updated: Monday, March 30, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0088 | 14.28 | |
| 1.0000 | 52.64 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Jan 1, 1999 to Apr 4, 2025
Other Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD Analyses
Other MF2-GARCH Analyses on Bond Indices