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V-Lab

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, May 22nd, 2026

1 Day

-0.00%

decreased by 8.28%

1 Week

1.46%

decreased by 6.82%

1 Month

3.55%

decreased by 4.73%

Analysis last updated: Saturday, May 23, 2026 at 01:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
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