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Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:0.00% (-1.95%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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graph of Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD MF2-GARCH
paramt-stat
m26
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ10.008814.28
λ21.000052.64
λ30.00000.00
Estimation Period:
Jan 1, 1999 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts