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	param	t-stat
$ω$	0.2955	5.17
$α$	0.0328	38.73
$β$	0.9972	2,313.70
$ν$	6.8594	6.48

V-Lab

Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:4.40% (+0.03%)

Date Range:

Parameter Estimates

Other Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD Analyses