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V-Lab

Bloomberg Global Aggregate ex-USD 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 4.50%

1 Week

0.92%

decreased by 3.58%

1 Month

1.30%

decreased by 3.20%

Analysis last updated: Monday, March 30, 2026 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bloomberg Global Aggregate ex-USD 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
m86
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ14.318040.05
λ20.708439.54
λ30.00000.00
Estimation Period:
Aug 31, 2000 to Apr 4, 2025